。
She denied going there.
Literal
She [topic-は] there [to-へ] going thing [object-を] denied.
否定する ('to deny') wraps the embedded clause 'going there' via こと-nominalization: そこへ行くこと is 'the act of going there', which becomes the object of 否定する. The へ on そこ marks direction toward — そこに would also work, with subtle nuance differences (へ leans toward direction-of-motion, に leans toward arrival-at-location). For ordinary 'going to' contexts the two are interchangeable, with へ feeling slightly older or more deliberate.