The structure of this sentence is:
Name/ pronoun in Dative + нет дела до + noun/ pronoun in Genitive.
Нет дела до... is an idiomatic expression meaning "smb. don't care about..."
Мне нет дела до твоих проблем. I don't care about your problems.
Ему нет дела до того, что говорят другие. He doesn't care about what other people say.
Дело here is like 'business' in "ain't' nobody's business".
If you are curious about predicates here, it is simply "нет".
If I were to translate this sentence literally, word by word (which is always wrong way to handle translation), it would be "to nobody, there's no business there in my woe". Not sure if it makes any sense, but it shows the structure clearly.