。
Do you think she has nothing to do with the case?
Literal
She [topic-は] that case [target-に] connection-not [quotative-と] think-polite [question-か]?
A polite-form question asking the listener's opinion. 関係ない ('have no connection / nothing to do with') is a colloquial contraction of 関係がない — the が drops in casual speech, even within otherwise polite sentences. ~と思いますか asks for an opinion: [clause]+と+思いますか combines quotative と + polite 思う + question か. The に marks the target of the (lack of) connection. Together this structure is the canonical way to ask someone to evaluate involvement.