Dogs can be allergic to a multitude of things, just like humans. The way they show they're allergic to something is usually through becoming itchy. Your dog may very well be allergic to something in her food, and it could be anything from the grain used to the type of protein (meat) used. She could also be allergic to dust mites, fleas, grass, pollen, etc. Because of all of the things that are out there that could be making your dog itchy, you should ask yourself a few questions.
How long has she been itchy for?
Has there been any recent changes in her diet or environment that coincide with her itchiness?
Is she more itchy at certain times of year?
When was the last time I treated her for fleas?
Go through these questions and, as multiman stated, consult with your vet about your findings. There are drugs that the vet can give you for your dog that will temporarily help the problem, but zoning in on what exactly she may be allergic to can be a time-consuming thing. If what is in her food is the problem, there are many different foods that your vet can get for you that are made especially for dogs with sensitivities to certain foods.
I hope this helps.