"Eu não segui a mulher."

Translation: I did not follow the woman.

[DanceSurferGirl]

Does this sentance only mean following the woman somewere, or could it also mean following the woman in what she is saying?

[Paulenrique]

The verb "seguir" has a more literal sense. If you want to mean you are following what someone is saying, you can use the verb "entender" (to understand) ou "acompanhar" (to follow). Anyway, "entender" is more commonly used.