While Dena was at soccer camp, she won a large trophy.

soccer camp. She won

soccer camp she won

soccer camp, she won

Leave as is.

leave as is

You should leave the sentence as is, with a comma between "soccer camp" and "she won."

English grammar wants us to use a comma after a dependent clause when this clause starts the sentence.

A dependent clause is a phrase which contains a subject and a verb, but still cannot stand on its own because it is only a precision on what happened in the sentence. Here, the dependent clause is "While Dena was at soccer camp."

If the dependent clause were at the end of the sentence, however, you would not need a comma ("Dena won a large trophy while she was at soccer camp").