In mahjong when someone discards a tile you're allowed to "call" it if you already have two other tiles that it could form a set with. You announce the name of the set and put the three tiles aside, with the called tile turned sideways.
There are two basic kinds of sets: chow (three tiles of the same suit with consecutive numbers) and pung (three identical tiles).
She's trying to make a chow out of three wind tiles. Wind tiles don't belong to any suit and aren't numbered, so you can't actually make a chow with them.
Even worse, she is trying to do a CHI with three different Wind tiles. You can only do PON (3 equal tiles) or KAN (4 equal tiles) with them. I always avoid CHI in Arcade Mahjong, I don't know the rules enough to understand what the heck are the last pair of tiles the game is asking for to win. Probably related with the tiles facing up on the center.