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it's hard to say, because a) there was no photography at the time, and b) women are simply not written about much in sikh history.  however, those women who figure prominently in Guru Gobind Singh's time (Mai Bhago, for example) did wear turbans.

in fact, there's a story about Mai Bhago's turban...

Sikh historian Bhai Sahib Bhai Santokh Singh has given a somewhat detailed description concerning Mai Bhaag Kaur (commonly known as Mai Bhago) of Forty Muktas fame in his well known historical work GUR PARTAP SOORAJ. He mentions that Mai Bhaag Kaur had reached the highest stage of enlightenment and had almost lost her body consciousness...so much so that when her clothes became worn to shreds, she did not care to replace them. Sahib Sri Guru Gobind Singh Ji called her in His Holy presence and instructed her to always stick to the Gursikh dress as prescribed in the Code of Conduct. In particular, she was ordered to wear Kachhehra and Dastaar. In fact, according to some chroniclers, the Dastaar was tied on her head by the Satguru himself. If this Dastaar was not a part of Sikhi, where was the need to include this item in the instructions given to a lady who had reached almost the Brahmgyan stage? It apparently shows that the Satguru gave very high importance to Dastaar.

you can read a lot more about historical evidence of women wearing dastaar here:

Sikh Articles - Dastaar for Women