Question: Normally we say "Assalam o Alaikum", but my sir said that for women we need to say "Assalam o Alaikuna". Is that right?

Answer: 
Even **"Assalam o Alaikum"** could be used for women, it is more convenient to use **"Assalam o Alaikun"** ( without the appended -a ); unless you want to say another thing else without stopping, then you can use **"Assalam o Alikuna** (oh mothers/sisters or something else)". I wish it helps.
بسم الله الرحمن الرحیم

Kum (کم) means plural you (‘men’ or 'men & women')
Kuna (کنَّ) means plural you (only women)

Yet in conversations it is common to say Alaikum, however if we are to speak with eloquence to an only women group, then say Alaikuna is more correct yet uncommon, especially in non-Arab dialogues.