How do women build muscle?

It is not as easy for women to build muscles as men.
If you are taking about toning up and strengthening those muscles, you need to use weights.
Not Light, not heavy, but challenging for your body.
You need first (when you start) to choose a weight that is not very heavy but you will get tired after carrying it for 15 repetitions for 3 sets.Then, after 2-3 weeks, increase the weight to something you can do just 6-9 reps and start the challenge to do 15 rep for 3 sets.
Women will not have huge muscles like men unless they are using steroids or whatever because we simply don’t have the Testerone hormone
but weights will definitely tone up your muscles and in a very short time.
I would recommend, if possible, if you are not already in a gym, join one that has classes that combine cardio with weights (body pump, body conditioning) so you are under instructor so you don’t hurt yourself.

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