。
She dove into the pool.
Literal
She [topic-は] pool [into-に] dove.
飛び込む is a vivid compound verb: 飛ぶ ('to fly, jump') plus 込む ('to enter into, go deeply'). The 込む suffix is one of the most productive in Japanese, attaching to verbs to add a sense of 'into, deeply, thoroughly': 走り込む ('run into / train hard'), 話し込む ('talk at length'), 押し込む ('push in'). Here に marks the destination of motion — the pool is what she enters by jumping. プール is a routine English borrowing for swimming pools specifically, distinct from 池 ('pond') or 水たまり ('puddle').