。
She went to Paris to study music.
Literal
She [topic-は] music [object-を] study-go-to-do [to-に] Paris [to-へ] went.
~に before a motion verb, attached to a verb-stem (here 勉強し, the masu-stem of 勉強する), is the most compact way to express purpose: 'go to do X.' Other examples: 買い物に行く ('go shopping'), 食べに行く ('go out to eat'), 遊びに来る ('come over to hang out'). The pattern is restricted to motion verbs and feels distinctly conversational — smoother and more natural in spoken Japanese than the wordier ~ために or ~目的で forms. Paris draws Japanese musicians especially through the Paris Conservatoire and a long expatriate creative tradition.