Tell the teacher that she needs to say your daughter's name first, get eye contact, then give the direction. Don't compare her to other children, she is not them and they are not her. She has her own special talents and probably every other mother there is wishing that her child was a sociable as yours.
My son is the same way. He is five. He listens at school since we put him in Montessori, but at home forget it. My little trick - when he doesn't listen to us, we say "blah blah blah...". A few seconds of that and he is ready to listen. Also, make sure your child is getting enough sleep. They are so easily distracted when they are tired.
One thing i want to add to that.. Firm Voice.. Always does the trick
Yes, it is actually quite normal for a child her age. I say this because it does not sound as if she is being oppositional or defiant, but simply somewhat inattentive. Classes or activities that require sustained attention may not be the best choice for her right now. Rather, choose activities that require limited guidance and more action. As she matures, you will see an increase in her attention. At home, be sure she is following your directions, and do not let youself get into the habit of repeating directions over and over. When you give her a direction, be sure you establish eye contact, give the direction in clear and simple terms and, if you repeat the direction, be sure to do so only one more time.