sorry, it is better to ask правильный способ.
it is a large item when to change the ending of russian nouns, it depends from the gender, case, and number of noun.
in your example word женщинЕ has this ending because it is dative case, singular namer of word женщинА (nominative case)
if you would change number on plural, in dative case it will be женщинАМ холодно