I agree what all what was said above, it has more than one meaning and it depends on the accent:
Khaliji accent: وليه means: and why?
Egyptian accent: وليَّه means: woman; and it's usually said to a "helpless woman"
if the "ya" is stressed it would mean woman in egy dialect
وليه means "why ? = for what ?" and this is Egyptian dialect, if I'm not mistaken
@Anca : then it's wider to be an Egyptian word, it goes to Golf and Levantine Arabic :D
وليه = and why?
and it's used in all dialect from middle East: lebanon, egypt, syria, khaliji ect...