I think it depends on the dialect. In modern French and Occitan we say "femme" and "femna", which come from Latin "fémina" (also "fembra" in old Catalan) to refer to women. In modern Catalan and Italian we say "dona" and "donna", from "domina"; and in Spanish and Portuguese, "mujer" and "mulher", from "mulier".
Latin has no articles, so it could be the same. If you want some more definiteness, I think you could use words like "ille/illa" (meaning "that") or something like that (I'm not sure), but it would not be used all the time. My native language, Czech, works more or less the same way.