"She was surprised to hear that. " Can it be used interchangeably with that, to end up with.. "She was surprised to hear it."?
Yes. The only difference is one of 'proximity' to the referent.
You would more likely use 'that' when the thing to which you are refering is found in the immediate context, for example in the sentence before it.
Look up something called deixis if you have a grammar dictionary