The correct option is B the
We use 'the' when the adjective that modifies the noun 'woman' is in the superlative degree 'first'. Hence option C is the correct answer. Options A and B are indefinite articles which refer to the noun as 'any one' of its group. Since there can't be 'any first' Indian woman, these options are incorrect. An article is required before a superlative adjective, because the superlative 'first' is unique, there can only be one 'first' since it's a position, hence option D is incorrect. Also, an article is not required when the noun is spoken about in general sense, whereas the noun 'woman' is specific here.