After 1924 Ellis Island was used only as a detention center. Immigrants were processed in their home country. http://www.ellisisland.org/genealogy/ellis_island_history.as...
Family Search has some records from Italy online, which are free of charge. They do have some for Udinehttps://familysearch.org/
She received her Visa at Genoa July 5, 1938
You may be interested in searching the net for Italian Genealogy... here is an example of a web page which may be of helphttp://www.italiangen.org/