Are there benefits of a woman using dhea?

Yes, if deficient. Suboptimal levels of dhea are common in those with adrenal insufficiency, a common condition in those with ongoing stress. However, dhea is converted to estrogen & testosterone & can be dangerous in high doses. I advise taking 5-10 mg, ideally under medical supervision, as part of a larger program to restore adrenal health- see www.Womentowomen.Com/adrenalhealth/dhea-naturalandsupplementation.Aspx.
If your doc. Measures your level of dhea and then prescribes a specific dose for you it can be beneficial. W/out medical guidance it is dangerous even though in the us it is sold over the counter.