。
She was at a loss when she heard the news.
Literal
She [topic-は] that news [from-に] was-bewildered.
当惑する ('to be perplexed, bewildered, at a loss') describes the inner state of being unable to figure out how to react — somewhere between 困る ('be in trouble') and 戸惑う ('be confused'). に marks the trigger of the emotion, the same に-marking pattern seen with 驚く ('be surprised'), 感動する ('be moved'), 困る ('be troubled'). The verb 当惑 literally combines 当 ('correspond, hit upon') + 惑 ('be perplexed, confused') — the puzzling sense of not knowing how to position oneself in response.