。
She went to Italy to study music.
Literal
She [topic-は] music [of-の] study [object-を] do [for-ために] Italy [to-へ] went.
音楽の勉強をする — a slight syntactic reshuffle of 音楽を勉強する that turns the activity into a noun phrase. The two are functionally interchangeable, though the noun-phrase form occasionally feels slightly more formal or essay-like. Italy's draw for Japanese music students lies primarily in its operatic tradition: Milan's La Scala, the conservatories of Rome and Florence, and the long lineage of bel canto vocal training.