Commonest reason women, or for that matter anyone, exercises is to burns up fat. Your tissues need energy while exercising and they get it from calories stored in your body fat.
If you are overweight, you're best chance to lose weight is via reasonable physical exercise. Beware of any programmes that promise you weight loss only on dieting. Diet control can only reduce extra fat formation it cannot burn what is already there. A program of fifteen minutes in the morning and 15 minutes in the evening is much easier to stick to than a 3½-hour marathon over the weekend. It consumes exactly the same number of calories and is less strenuous for your heart.
If you walk at a modest pace (3.5 kms per hour) for half an hour, you burn off to 150 to 240 calories, roughly equivalent of 1 bottle of cola based drink, one breast of chicken, or a big cup of noodles. If you walk at this rate a mere half hour a day - and eat and drink as usual - by the end of the month you would have lost perhaps half a kg (1 kg of body fat = 7,000 calories). If you exercise regularly you'll probably lose even more weight than indicated by caloric expenditure as evidence shows that exercise revs up the metabolism and body continues to burn up fat at a faster rate for some time after a bout of activity.
All this is true assuming that your caloric intake remains constant. However a moderate exercise program (eg. walking 3.5 km a day, 4 days a week, at about 6 km per hour) seems to put your body at a long-lasting "set-point" where it will automatically adjust your metabolism to stay at a lower weight.
People burn up calories in varying speeds. In general, a heavy person uses more energy to move his body that a lighter person. This explains when you are dieting, it takes longer to lose the same number of kilos as you get closer to your ideal weight. Having less weight to carry around, you burn up fewer calories.
Conversely, if you cut down on your physical activity you need to lower your caloric intake or you'll gain weight. Many cases of overweight begin with a decline in exercise. A person begins to commute by car rather than walk to and from buses. He moves to a home or office where he has elevators instead of climbing stairs. His job changes to one that keeps him sedentary. Every calorie that used to be burned as energy now gets stored as fat.
Contrary to prevalent myth,
moderate exercise does not increase your appetite. Inactive people tend to eat more than
those who exercise. Below a certain level of activity your appetite-regulating mechanism
fails to reduce your food intake despite your lower energy requirements.