This is the primary age for parallel play, so it might be that she's happy just doing her own thing and sometimes wants to watch and see what the group is doing.
Does the teacher have a couple group gathering/circle times each day? That can help.
For what it's worth, my son wasn't really interested in playing with other children until a few months ago. So it was on the verge of four years old when his preschool teachers started to intervene and had him "shadow" other children during the day. This looked something like "Okay, Kiddo, today you are going to do everything Sam does. When he puts on a cape, you put one on. If he goes over to the blocks, you are going to go with him." and then they kept him "in the game" for about 40 minutes each morning to start. My son's tendency is to gravitate toward more single-player sensory activities which might include parallel play, but not much interactive play. (Think sand table, play dough, water table.) After a few months of their guidance, he was able to play with the children all morning before the school year was over.
I'd say let her do this single-person play for a little longer and then talk with her teachers on helping her move into more group play when she's turned three or so. Is her daycare divided into age clusters? That will help, esp. when/if she moves into a room with more socially sophisticated peers.
PM me if you have more specific questions. It's kind of a weird experience, being a preschool teacher myself and having the kid who was more socially disinterested (and a big goofball). I give great credit to his teachers!