She threw herself into volunteer work.

Literal

She [topic-は] volunteer activity [to-に] devoted-herself.

専念する ('devote oneself, focus single-mindedly on') is a Sino-Japanese compound — 専 ('exclusively') + 念 ('thought, attention') — that takes its target with に rather than を. The に here is the abstract 'into' of dedication: directing one's attention into an activity. Compare with similar focus verbs: 集中する (concentrate on), 没頭する (immerse oneself in) — all take に for the focus.