。
She doesn't know how to play golf.
Literal
She [topic-は] golf [genitive-の] way-of-doing [object-を] doesn't-know.
やり方 ('way of doing, method') is built from やる ('to do') stem + 方 ('way'), one of the most productive Japanese suffixes for 'how to X' constructions: 行き方 ('how to go'), 食べ方 ('way of eating'), 考え方 ('way of thinking'). The pattern allows you to talk about the method or approach to any verb-able activity. The polite negative 知りません of 知る is one of the standard verb forms learners drill early. Note: ゴルフ takes の to attach to やり方 — 'the way of doing of golf' = 'how to play golf.' Golf in Japan has been a marker of business and social status since the postwar period — golf clubs (ゴルフクラブ) play a meaningful role in business networking culture.