。
She went to Mexico by herself.
Literal
She [topic-は] alone [as-で] Mexico [to-に] went.
メキシコ comes in katakana — the standard treatment for foreign place names in Japanese, alongside foreign personal names and most loanwords. The destination particle に on メキシコ marks the goal of the motion verb 行く. 一人で frames the trip as a noteworthy solo undertaking; in casual Japanese, leaving 一人で out wouldn't suggest she had company, just that the speaker isn't drawing attention to who she went with.