Ref. No. 41/984
In the name of Allah the most Gracious the most merciful
The answer to your question is as follows:
Islam asks men and women both to lower their gazes from looking at forbidden things (like looking at Ghair-Mahrams). So women should avoid watching video based religious programs. Nevertheless, if they are listening to the program though projector etc. without any picture of living creature on the screen, then it is allowable.
And Allah khnows best
Darul Uloom Waqf Deoband