As for the consumption of spirits per se, it's true that cocktails became more popular in the 1920s than they had in previous years, and both men and women drank cocktails enthusiastically. In fact, historian Catherine Gilbert Murdock, in her phenomenal book Domesticating Drink, argues that Prohibition had a dual effect on the way women and men socialized. Where previously men had gone to saloons to drink beer (or whiskey) alone, during Prohibition, women – either with partners or friends – went to speakeasies without fear of social retribution.
Etiquette books for women, and women's magazines, urged "respectable" women to serve drinks and to drink themselves; one advice writer suggested courting couples each have the chance to see each other "unpleasantly drunk" before tying the knot. Department stores and catalogs pushed cocktail shakers and glassware during the 1920s, since cocktail, uh, paraphernalia was not illegal (nor, for that matter, were home winemaking kits); books of cocktail recipes were marketed to the home bartender, not the pro. Punches (eggnogs, grogs and milk punch – which I had the opportunity to try this weekend and which is far tastier than it sounds) were around in the 19th century, and so were some drinks we'd call cocktails now (like the mint julep). Cocktails – and the cocktail party – didn't really become part of the American drinking scene until the 20th century, though. The rise of the cocktail both influenced, and was influenced by, shifting gender politics in the United States – but also by liquor control laws.
Once women got the right to vote, they didn't consistently vote dry – in part because an unintended consequence of Prohibition (working in tandem with the social and economic aftermath of World War I) was that for the first time in U.S. history, drinking was no longer the exclusive provenance of men. Women held or went to parties where alcohol was served, and they also went out to speakeasies. The Women's Organization for National Prohibition Repeal turned the WCTU's home-hearth-and-health arguments right back at them, saying, "Children are growing up with a total lack of respect for the Constitution and for the law."