。
She told me I shouldn't go there alone.
Literal
She [topic-は] me [to-に] alone there [to-に] go [must not-てはいけない] [quotative-と] said.
1人で ('alone, by oneself') uses で as the manner particle on 1人 ('one person') — 'in the manner of being one person.' The same で gives 二人で ('as two, together'), 家族で ('as a family'), みんなで ('all together'). The reported speech follows a common pattern: plain prohibition (~てはいけない) + と + 言う = report a 'don't' instruction. Often used in protective contexts — parents warning children, friends watching out for each other.