Specifically a Catholic nun; not used for Buddhist nuns (尼僧).
She entered a convent to become a nun.
修道女 is the common, everyday word for a Catholic nun, while 童貞 in this sense is a rarer, more formal religious term for the same role.
修道女 is the formal term specifically for a Catholic nun, whereas 尼 is a shorter, more colloquial word that can refer to the same thing.
修道女 is the formal Japanese term for a Christian nun, roughly equivalent to 尼僧 in its Catholic sense, while シスター is more casual.
Compound of 修道 (shūdō, 'religious training') and 女 (jo, 'woman'). The term was coined in Japanese to refer to Catholic nuns.