I would think there are two ways:
I. Discipula Romae studet. II. Discipula urbi Romae studet.
The first way can also mean "The student studies in Rome."
Note that the word "Romae" in sentence I is the dative form of "Roma," while in sentence II it is the genitive form. "Urbi" (in sentence II) is the dative form of "urbs," which is the form that goes with "studere."
So a literal translation of sentence II would be:
The student studies the city of Rome.
(I'm not a native Latin speaker, so take my translations with a grain of salt.)