"The women are not in the city."
Translation:Feminae in urbe non sunt.
The short answer is that urbe is in the Ablative Case whereas Novi Eboraci is in the Locative Case, and those cases do different things.
The Ablative Case, without a preposition, does a LOT of things. It acts adverbially, usually.
But, in fact, in the case of small towns and other places that actually take the Locative Case (and there are not many), the Ablative actually indicates motion away from:
Romā veniō I am coming from Rome.
Word order does matter. It is more flexible than it is in English, but it is not a free-for-all.
The "non" belongs before the "sunt" and unless the sentence is "X = Y", the tendency is for the verb to be last.
"Feminae in urbe non sunt" or even "Feminae non in urbe sunt" are okay, but "sunt non" is English, not Latin.
In absolute terms, what you wrote was probably valid and you could flag it and report "My answer should be accepted."
Bear in mind that "free word order" is a misnomer. Word order does matter. Latin has relatively flexible word order, although there is a default and other orders serve to put emphasis on whatever gets fronted. So what you wrote would be kind of like saying "The women are not in the city."