She regretted not pursuing a career in music.

Literal

She [topic-は] music [of-の] path [to-に] didn't-advance [thing-こと] [object-を] regretted.

音楽の道 ('the path of music') is the standard Japanese metaphor for a career or vocation in a field — 役者の道, 学者の道, the same shape works across professions. 進む here reads as 'set out on, pursue.' The construction ~なかったことを後悔する ('regret the fact of not having X') uses こと to turn an entire clause into a thing — a whole non-event becomes the regrettable object. This is one of the more compact ways Japanese expresses regret over an unchosen path.