She emphasized that she had done it herself.

Literal

She [topic-は] that [object-を] herself [with-で] did fact [object-を] emphasized.

強調する ('to emphasize, to stress') takes a full nominalized clause as its object: それを自分でやった事 ('the fact of having done it herself'). The 事 ('thing, fact') here is a 'fact / event' nominalizer, comparable to の but slightly more formal/concrete (some predicates strongly prefer one or the other; 強調する works with either). 自分で ('by oneself, on one's own') uses で in its 'by means of / through one's own action' role, asserting unaided agency. The whole construction is a clean illustration of 'embed a clause as the object of a higher predicate' — Japanese marks the embedded action with こと/事 and lets the higher verb do the rest.