This rendition of Chun-Li is showing her undercover and stalking through a bath house frequented by M.Bison's cronies. She distracts them with her complicated and flashy (pandora's box) get-up and then interrogates them in private.

She also uses a walkman (not seen here) to covertly record conversations and do basic reconnaissance in order to find M.Bisons whereabouts and weaknesses.