She can build whatever she wants in exploration, including a shop. Just make sure to follow the general rules and not build too close to other builds or spawn. The main problem with the exploration world is what Wolffan said above: it resets regularly, so she will loose her progress at that point.
If she wants something more permanent, I suggest finding a plot on the main world Sihnon.
Hope that answers your question, hollar if you have any more!