How do!

So, background says - no female Space Marines, because there aren't. And chromosomes and that.

Yet, was that always The Emperor's plan?

Let's look at what we know about The Primarchs, and their creation.

Bare bones - They were 'spun off' from The Emperor's own DNA. Tinkered with, Gene Scienced (FOR SCIENCE!). And, ultimately, whisked away incomplete. They hadn't properly finished cooking when the Chaos Gods wheefed them away.

The Legionnes Astartes? They were the best of a bad situation. A consolation prize, created from what The Emperor had left over. Literally the scraps left over from the process of creating the Primarchs. One could argue, the Space Marines as we know them we something of an emergency Plan B.

So, being made largely from the Emperor's genetic template, and The Emperor being male, it seems likely that it was easier to make The Primarchs male as well. Yet the level of genetic engineering involved, and that we have seen from the Heresy novels there were stages in between, as The Emperor tinkered ever further, could suggest that the Primarchs were not necessarily the final step in his experiments.

We also know that The Emperor was definitely working toward a timescale. He knew the Warp Storms were about to abate, hence the Unification Wars being launched when they were (he had been waiting for a while!). The abduction of The Primarchs was something of a set back.

So what if having successfully created the pinnacle of man's potential in male form, was the next step to create female Primarchs, and thus enabling the possibility of 'purebred' Primarchs, the result of y'know, between the various Primarchs.

I mean, The Emperor was seeking to dominate the Galaxy. It makes no sense to limit his options of super warriors to just half the populace. As it is, only a minority of male candidates would survive the implantation and training. But, if his work never fully came to fruition? It makes a lot more sense. He was forced to go off, if you'll excuse the unintentional pun, half cocked.