Well most women (peasants etc) were working on the land for food or make something to sell (cheese, pottery, clothes or something like that) The women who were in abbeys worked on getting people making better from sickness, or do things for the monastry. The women who were princesses, duches, ladies sometimes actually governs the shires were they live, especially if their husbands were in other countries fighting. Sometimes they led a resistance when the castle was attacked.
The idea of women who are Damsels in Distress is a little bit romantic idea from the 19th century, although they have must existed. :-)