。
She went shopping somewhere else.
Literal
She [topic-は] somewhere else [to-に] shopping-[purpose-に] went.
買い物に行く ('go to shopping') uses the purpose-に: a verb-stem (or noun) + に + motion verb to express 'go for the purpose of doing X.' Same pattern produces 食べに行く (go to eat), 旅行に行く (go on a trip). どこか他に layers どこか ('somewhere') with 他 ('other') to mean 'somewhere else,' a useful set phrase for direction-shifting questions.