。
She called me in the afternoon.
Literal
She [topic-は] PM [at-に] me [to-に] phone [object-を] did.
Another double-に sentence: 午後に (when), 私に (to whom). The structure quietly demonstrates how Japanese particles disambiguate roles even when the same particle appears multiple times. 電話をする keeps things conversational; the more formal alternative would be 電話をかける. Past tense した places the call in a specific past moment.