Hmmm... I've had a few kids that have done this. Maybe she hasn't bonded with other kids and isn't comfortable engaging in structured activities... or maybe she just wants to do her own thing and has never had to do anything she didn't want to do. What does she do when you go outside? Is she playing alone or does she engage with other kids? A couple of ideas come to my mind...
I would talk to her privately and see if I could get any insight to why she doesn't want to participate. Come from a place of concern and support so if she is having trouble adjusting and doesn't know how to express it other than saying she's "bored" you can find out how to help.
I would schedule a meeting with the parents and let them know what your concerns are and see if you can problem solve together. Is this normal behavior for her at home? Has she done this in other playgroups?
Or you might work on the opposite end of it... when she says it's boring, say " I'm sorry you aren't enjoying our activity, Jane... w'ed really like you to join with us, but if it's too boring for you, you can find another quiet activity to do." And then continue the activity with the other kids. Maybe when she realizes that "being bored" gets no reaction, she'll decide to try what you're doing after all.
As far as asking how long until recess I would tape the time on the clock and let her know that when the hands of the clock meet it then it will be time. Or give her a pretend /paper clock with the hands drawn to the lunch recess time so she can look at that and compare it to the clock. Be positive about it. Tell her "Jane I made this especially for you because I know that lunch recess is your favorite thing to do and you look forward to it. I thought you might like to be able to see the time this way, so you don't have to ask." And explain to her how to use it.
I've always told my own kids that if they are bored then they are boring. The days are filled with fun things to do and their attitude about it makes it fun or makes it boring. But I always tell them if they are having trouble coming up with ideas to find something to do they can ask and I'll help them brainstorm ideas. It's worked for us!
Good luck and congratulations on your preschool! It sounds FUN!