Restricting the privilege of enjoying a cigar to men, is an old-fashioned trend. A trend that is fading in popularity. 
More women - and men - realise that the pleasures of smoking cigars belong rightfully to both sexes. More and more women are lighting up cigars and discovering the secret pleasures of cigars. Among young professional men and women, cigar smoking has become the trendy thing to do.
A lot of cigar smoking women share several attributes. They're young, but not too young, and they're successful, attractive and very comfortable with themselves as professionals and as women. Their interest in cigars stems from appreciation for beautiful food and fine wine. Sleek cigars, usually long panatellas and small cigarillos, are popular. But big coronas at the end of a nice meal with an excellent Chardonnay, port or martini are also doing well.
Women also like to smoke cigars. Why? For the same reasons as men do. Cigars taste good, and like fine wines, well aged spirits and gourmet food, they are a connoisseur's experience to be contemplated and savoured. The ritual of lighting a cigar and savouring the complex tastes of a well aged and properly treated smoke, can be a wonderful focus for relaxation and meditative reflection on the pleasures of the here-and-now rather than on the demands of a busy schedule.
Also more women who used to be cigarette smokers, start smoking cigars because they love the flavour and aroma of cigars.
Lately, the restaurant industry is catching on to the women and cigars trend by offering "women-only" cigar events where high-powered female execs do a lot of networking, wining, dining and smoking. Like enjoying the finest wine and the most exquisite cuisine, women are also laying claim to being connoisseurs (connoisseuses?) of the choicest cigars.
Basic courtesy rules about cigar smoking apply to everyone, men and women alike, and are reasonably commonsensical. Try not to smoke in inappropriate places (like a non-smoking friend's car or apartment), and don't leave a trail of messy ashes or bad aromas in your wake. Getting rid of old butts and ashes promptly is a good policy to reduce lingering odours, and you might want to invest in a portable air filter or a chemical scent neutralising product if you plan to smoke in enclosed spaces.
As a woman, you should have enough confidence in yourself and your personal cigar choices not to be intimidated if someone (usually a guy) tells you that you're doing it wrong.Only you know best how you prefer to hold, cut, light or smoke a cigar, and what you like to smoke. So if you didn't ask for help, you are not obliged to accept it.
The Holland Cigar House ofcourse also offers cigars that are popular at women. E.g. the long panatellas from Justus van Maurik, Heeren van Ruysdael and Sumatra Cum Laude or the petite cigars (cigarillos) from Panter, Agio, La Paz and Ritmeester.
Atmosphere has everything to do with smoking cigars. Cigarette smoke is just kind of bland. It's kind of like eating pasta without any seasoning. And with cigars, that's some fine seasoning!
Cocktail parties and other social gatherings, are the perfect situations to persuade female friends to sample petite cigars. Ofcourse you can also create your own, private and relaxing atmosphere by reading a good book and smoking a fine cigar.