Look at all the Heroes games... there are women everywhere, and quite a few of them.
Especially the Elves have many female characters in the Heroes and units...

Let's take a look...
Heroes 1. Sprite - can we consider it a woman? Hmm, wings, pollen... let's say it's a woman.
Dwarf - hmm, no.
Elf - also no.
Druid - and this one is a man too.
Unicorn - hmm, it might be female, but it's still a magical creature.
Phoenix - same as the unicorn.
RESULT: One level 1 woman, and she's a magical creature, just a bit more defined.

Heroes 2. Similar to the first game.

Heroes 3. Centaur - no comment.
Dwarf - still the same.
Elf - again, a man.
Pegasus - here, there's definitely a female (the Valkyrie).
Treant - .....
Unicorn - .....
Dragon - and here's another miss.
RESULT: Again, only one woman.

Heroes 4, and it's not much better....

Heroes 5. Hmm, again, Dryads and that's it...
As for the heroes, in games 3 and 4, there are an equal number of male and female heroes.

In all the other castles, the ones that come to mind are: harpies, medusas, nagas (this is a matter of taste), and from game 5, furies, the Mistress for the Dark Elves, the succubus for Inferno, and the rakshasi for the Academy.
Hmm, there aren't many women in the Heroes games.