It is quite normal for any animal to try and escape captivity. Think what it'd be like to never be allowed to leave your house?
Anyway, you should double check the temperatures - sometimes if they're too hot, they'll try to get to an area that is cooler. Make sure she has some hiding areas so she feels secure. She could be trying to find some place to hide. And have a look at how much you're feeding her. She may be hungry and just trying to find some food. There are any number of factors, or it could simply be that she's bored and doing something with her time
