As women, we are already more prone to ACL (anterior cruciate ligament) injury. This is in part due to our hip and knee structures and to the still misguided belief, even among some sports coaches, that lifting heavy isn't for women.
Because we're built for reproduction, our hips are set wider and this causes our legs to assume an inward angle at the knees, called the Q-angle, and it's several degrees greater in women than men. Because of this, during squats, deadlifts, pivots and jumps, women's knees tend to roll inward to a greater degree. In sports where there is a lot of acceleration and/or cases for impact (think basketball and soccer), this inward rolling and rotation puts the ACL at vulnerable position. If an athlete hasn't built up the proper support strength around the knee and hasn't been drilled on knee position relative to hips and feet, you're looking at a high rate of ACL injuries.
Unfortunately, you still hear, particularly in high school, coaches of women's sports shy away from putting their athletes through heavy lifting programs due to the fear of women getting bulky or losing speed and flexibility. Of course we all know that's poppycock.
There are several way to cue knees out during squats, deadlifts and jumps, and this is important for both men and women. A mental picture I've heard used several times to to imagine that your feet are on plates and you are trying to rotate those plates out from the hips without actually moving your feet. Keeping that tension in your hips throughout the movement should help keep the knees moving out in the direction of the feet.
I find that many times the rolling in of the knees seems to happen at the ankles. If the plate imagery doesn't work, I'm telling my clients to try to keep the pressure on the outside of their heel and midfoot, letting them know their arches are collapsing and ankles are rolling in. Usually one of these cues works and after a few session of cuing and poking at them, they start to make it a habit.