No, it is not correct. "Femmes" is not translated as "females"; that would be les femelles. In the same way, you will never translate "elles" as "the girls", "the women" or "the females" any more than you would translate "ils" as "the men", "the males", "the boys" or "the guys". I.e., just because there is a gender identification in French does not mean that the gender is translated into English. For example: un enseignant = a teacher (not a "male teacher"), une enseignante = a teacher (not a "female teacher"). Same with chat/chatte. In English, they are both cats. If you must make a point of the gender, you would use the FR "femelle" to specify "female" and "mâle" to specify "male".
Well, it's optional, but in my experience very common.
Here's more information about liaison: http://french.about.com/library/pronunciation/bl-liaisons-o.htm
You are learning. Sometimes it takes a little practice to distinguish sounds.
"Les femmes américaines" can only be plural.
If it were singular, it would be "La femme américaine".
"La" is a different sound from "Les". If you need to practice hearing the difference, I recommend http://www.acapela-group.com/ You can pick a French voice, put "La femme américaine; les femmes américaines" in the box and click on "listen!" Try different French voices.
Btw, although I agree that some of the spoken examples on DL are off, this one sounds just fine to me.