If I wanna say I am a woman, so can I say soy una mujer?
I know Yo soy una mujer, but soy una mujer is also meaning I am a woman??

Question

Answer

Yo soy mujer = Soy una mujer = Soy mujer

Answer

Yes, it means the same. In spanish we tend to remove the pronoun in  when it is the subject of the sentence, as it is implied thanks to the verb conjugation. In the example you give, if you say "soy", it is clear that the subject is "yo".
Other examples: Soy mujer (yo). Soy español (yo). Fui a Barcelona (yo). Comes mucho (tú).