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

                If an Imam makes the adan after the TIME of salah, and I pray at the TIME of salah, is it best for me to WAIT? or should i pray at the TIME?
Praise be to Allah. 
          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.