I don't know what all is going in to the way she looks (possibly dehydration, supplements, over exercising, starvation...) but the way Madonna looks has more to do with her extremely low levels of body fat, over training and a very restrictive diet losing too much fat and getting what some would call "ripped." This ripped look is what many Figure Competitors look to achieve which takes an extremely regimented, strict eating plan to the point of deprivation along with hours and hours of working out. This look has nothing to do with the amount of muscle she has...
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Just wanted to give you my 2 cents in case you had seen some of these pictures and been a little frightened to touch another dumbbell. Instead, know that you absolutely should lift weights, boost your metabolism and get the benefits of strength training but the most you should work out is 4-6 hours a week (not 12 hours like Madonna does) and you should EAT! Do not starve yourself. Having some body fat is a good thing and keeps you looking feminine. It is about finding a balance to look amazing, feel great and live life to the fullest!