Does your DD have sensitivity to sound? Will she participate in things if there is no music, or is it a group thing in general? If she has a sound sensitivity, you might need to find a new class for her, or ask the teacher if she could turn the music down if it seems very loud.
If there's no sound sensitivity, maybe your daughter just doesn't like participating in groups yet, and this might just take time. She might warm up when you go to more classes. Or, she might not! My DS4 doesn't like participating in song/movement activities in his preschool. The teacher does not make anyone do it if they don't want to. So DS still sits out and watches. He also started in a gym class at the Y and refused to participate because there were too many kids. We found a small group (about 5 kids), and he did fine there and loves it even now when the classes have gotten bigger.
As for following teacher's directions, she's acting age-appropriate, I think. The best teachers with experience should be able to deal with this, or at least will be used to it. I wouldn't worry about it too much unless she seems to you to be misbehaving.
Good luck!
