It is preferable for a woman to listen to the adhaan then pray after that

One of the conditions of prayer is that the time for that prayer should have begun. Hence is it not correct to pray before the time begins. The evidence for that is the aayah (interpretation of the meaning): 

“Verily, As-Salaah (the prayer) is enjoined on the believers at fixed hours”[al-Nisaa’ 4:103]

The adhaan is the signal that the time for the prayer has come, so if the muezzin gives the call to prayer on time, then women should listen to the adhaan then pray after that. But if the muezzin delays giving the call, then they should pray so long as they are sure that the time has begun. It is permissible for women to delay the prayer from the beginning of the time.