The best , but not only, choice is to call "amazing" an adverb. Present participles can act as nouns, adjectives, or adverbs. (Just about the only thing they cannot do is act as active verbs.) So, after Sally runs in a race and performs well, you could say "Sally did amazing". That is a commonly spoken sentence in which amazing serves as an adverb and means the same as "Sally did amazingly well"
You could also call it a noun, and that also would be a correct interpretation. The construction "Someone did NOUN" does make sense. For example, you can say "Someone did homework". That interpretation of your sentence would be less common but correct. It would be more commonly used in a negative:
"Sally just doesn't do amazing."
which means the same as "Sally just doesn't do the amazing".
It is wrong to call it an adjective. What would it modify? That just doesn't make any sense because it has no linking verb to join it to the subject as would be the case in a sentence like "she became amazing". "Amazing" may look and feel like an adjective, and it is true that one can place any adjective into the sentence and obtain a correct sentence (such as "she just doesn't do happy"). However, the instant you do that, the adjective immediately transforms itself into a noun. The adjective interpretation just doesn't fly.
You can "do" nouns but you cannot "do" adjectives. You can "become" ADJECTIVE. You can "be" ADJECTIVE. You can "grow" ADJECTIVE. You can "sound" ADJECTIVE. You can "look" ADJECTIVE. Those are linking verbs. But, you cannot "do" ADJECTIVE. The instant you say "Sally does ADJECTIVE", the adjective transforms itself into a noun.
To know whether the speaker intends "amazing" as an adverb or as a noun it would be helpful to know the context or to hear the manner in which the words are spoken.