。
She set off for Thailand.
Literal
She [topic-は] Thailand [to-に] [set off on-旅立った].
The bare タイ is the standard everyday way to say 'Thailand' — context (here, the verb 旅立つ 'to set off') makes clear it's the country and not the homophone タイ ('sea bream') or any other homonym. Adding 国 to give タイ国 emphasizes 'the country of Thailand,' useful in contexts where ambiguity might arise. 旅立つ is more atmospheric than 行く ('go') — it captures the moment of departure on a significant trip and is sometimes used as a euphemism for death (旅立ちました = 'passed away'). に marks the destination.