I am guessing that "Nejsme zeny" could be said by a group of men, but not by women. What would be the effect of saying, "Nejsme to zeny"? Is this like saying, "Yes, we are women, but we are not those women"?
No, to achieve such effect, it should be "Ano, [my] jsme ženy, ale nejsme ty ženy".
"Nejsme to zeny" sounds very unnatural. But you can say "To nejsou ženy" = "Those are not women" or "To jsem já" = "It's me".