What does she do in the evenings?

Literal

Evening [at-に] she [topic-は] what [object-を] do-[polite-ますか]?

Simple time+person+action question. The に after 夕方 explicitly marks the time as a locative-in-time — optional here since 夕方 is a relative time. Keeping the に makes the sentence a bit more precise and textbook-flavored than dropping it.