She pretended not to know anything.

Literal

She [topic-は] anything [also-も] not-know pretense [object-を] did.

ふり literally 'gesture' or 'manner,' fixed into the pattern ~ふりをする for 'to pretend.' Attached to a plain-form clause it produces a complete pretense — 知らないふり is 'a not-knowing gesture' that someone puts on. Common companions include 寝たふり (pretend to be asleep) and 聞こえないふり (pretend not to hear). The pattern is everyday speech, not clinical, and very productive — almost any verb can take this shape.