Thankyou to all for the information how would you find out about adoptions back then?
You wouldn't, really, unless you happen to know who adopted her.
There was no formal adoption process in Scotland until 1930, so if she was adopted, it would have been an informal arrangement between the people involved, and would not have generated any sort of official record.
You could try looking for her in the 1911 census. Unless she took the surname of her adoptive parents she should be easy enough to find there, and if she was living with them that would give you their names. However if she was married as Rollo, this suggests that she didn't use their surname.