No advice here, just wanted to say that my DD, almost 3, is just like this. She will play with kids occasionally, but in general would much rather play on her own or with me. I think that they are still at the age of moving from parallel play to more social interactions, but for my DD, I think it is also just her personality. I could be wrong, but she just seems less interested in other kids than many children even younger than her.
I may be alone on this one, but I think it is not a big deal as long as they are happy and healthy. Some people prefer to be social, while others prefer to be loners (DH and I are both like this much of the time). I would talk with your DD's teacher and ask whether she seems happy while at school. If she is playing alone, but seems sad and reluctant to play with the other kids than I would want to have them work with encouraging her to feel more comfortable. But, if she is happy and participates in group activities, but just prefers to play on her own, than I say let her be. Eventually she will find some friends she clicks with (either in preschool or later).
Also wanted to add something from my own personal experience. I was a very happy, talkative child at home, but very quiet and shy in school. Because of this, I was sent to special counselling with a group of children with unhealthy home lives during my fourth grade year. This group was one of the worst experiences for me. I couldn't relate to all the kids talking about their homes, because I loved my home and family and was very happy there. I also didn't really understand why I was there, and would have much preferred to be out at recess with my friends. Anyways, I just wanted to mention this, to show that sometimes intervention can be unneeded or even detrimental. Meet with the teacher and Health visitor, and let them know what you see at home. If they think it is a real problem I may do what the previous poster suggested and try to organize some playdates with classmates outside of school.