Below is a three minute clip from 1939 showing Mrs. Lily Seton Challen being installed as the Grand Master of the female Honourable Fraternity of Ancient Freemasons, as she receives her fellow lady Freemasons. The Honourable Fraternity of Ancient Freemasons was founded in 1913 and the first Grand Master was Mrs Elizabeth Boswell-Reid who held the office from 1913 to 1933. She was succeeded by her daughter Mrs Lily Seton Challen, seen in this footage. Click the photo.)
The Order first met in the venerable Dr. Samuel Johnson's library. Today it is located at 402 Finchley Road in London.
The Order of the Eastern Star, created by Rob Morris in the U.S. in 1850, was never approved as an acceptable appendant organization for women in England, and both Co-Masonry and female Freemasonry have been at work there since about 1902. The slightly older Order of Women Freemasons website is at www.owf.org.uk
Ed King has an excellent page that explains the subject of female Freemasonry here.