I don't think Trump has a women problem.
What other problems has Trump had, outside of his campaign? Think back to the "small loan of a million dollars."
Why did a woman ask Trump if he had ever been told "no?" For the moment, ignore the gender of the person behind the question and examine the answer.
Trump took out a million dollar loan, which is a financial arrangement with two parts. His father, the lender, was owed interest on top of a million dollar principle. That's a lot of money, and if you missed that part, Trump was able to disclose the terms of the arrangement. Trump himself was in possession of a lot of money, by which he turned a profit.
So in a sense, he is reflecting on his debts in a manner of speaking about how he was told "no." Does that mean that financial obligations are constricting Trump's ability to say anything but "no?"
Now, curiously, why did this question attempt to make Trump explain a situation in which he was turned down? Maybe it was a bought and paid question designed to show voters that no is immaterial to Trump - as far as accomplishing personal goals. Although the answer was not designed to deny ever been having been told no by a specific person, it avoids having to put a situation in your mind in which it is ok to say "no."
TL;DR If you were told no, then you either failed to achieve a goal, you should make amends for failing someone else, or Trump, tell us a silly story about how you were told no and everyone lived happily ever after because it was a big misunderstanding. Like when your father told you not to go to Manhattan but you did anyway and he's very proud. :2wave: