She had nothing to say about it.

Literal

She [topic-は] that [about-について] anything [should-say-言うべき] thing [subject-が] not-existed.

言うべき事 ('thing(s) (that one) should say') uses the obligatory ~べき ('should, ought to') attached to the verb 言う ('say'), modifying the noun 事 ('thing'). The whole noun phrase 言うべき事 is a relative-clause modifier — 'matters one ought to bring up.' 何も~ない ('nothing') makes the sentence assert the absence of any such matters. Add がなかった ('did not exist') for the past tense, and the sum is 'had no points to raise about it.' Slightly more formal-sounding than the everyday 言うことがなかった ('had nothing to say').