。
What do you think she's trying to do?
Literal
She [topic-は] what [object-を] do-trying is [explanatory-のだ] [quotative-と] (you) think [question-か]?
The explanatory のだ inside the embedded clause adds 'that's the situation' flavor, making the embedded question more probing: 'just what is it that she's trying to do?' rather than the plainer 'what is she trying to do?' しようとしている is volitional + としている for 'about to / trying to.' Combined with embedded question + と思いますか, the whole sentence asks the listener for their guess about her intentions. A useful frame whenever you want to ask for an opinion about someone's plans.