She goes to Rio in S. America (4)
I believe the answer is:
rosa
'she' is the definition.
'rio in s america' is the wordplay.
'rio in s' becomes 'ro' (I am not sure about this - if you are sure you should give a lot more credence to this answer).
'america' becomes 'SA' (South America, one of the Americas).
'ro'+'sa'='ROSA'
'goes to' is the link.
Can you help me to learn more?
(Other definitions for rosa that I've seen before include "Parks" , "Sub .... - in confidence" .)