She goes to Rio in South America (4)
I believe the answer is:
rosa
'she' is the definition.
'rio in south america' is the wordplay.
'rio in' becomes 'ro' (I can't explain this - if you can you should believe this answer much more).
'south america' becomes 'SA' (abbreviation).
'ro'+'sa'='ROSA'
'goes to' acts as a link.
Can you help me to learn more?
(Other definitions for rosa that I've seen before include "Parks" , "Sub .... - in confidence" .)