Chicago Joe--I think you're referring to some of the buildings on the IIT campus, but I don't think it was a women's college (and certainly not the first in Illinois). Most people know about all the Mies van der Rohe buildings at IIT, but the campus does include a couple of red-brick, 19th century building from Armour Institute (predecessor of IIT). According to the listing in "AIA Guide to Chicago" what is now the "Main Building" at IIT (1891-93, Patton & Fisher, architects) originally housed the "girl's department" at Armour Institute. Even late 19th century colleges that were ostensibly coeducational typically had separate sections for male and female students, which apparently was the case with Armour Institute.