Beautiful is stronger than pretty and pretty also has a cute-ish touch to it. Like: Your shoes are pretty. (They look good and maybe also a bit cute). I wouldn't use beautiful for something like shoes or things that I use daily (theoretically it's possible, but it sounds quite weird). Rather would I use beautiful for something like sceneries, paintings, people, animals etc. But often you might use both, e.g. as you mentioned above: 'That woman is pretty' and 'That woman is beautiful'. But beautiful is stronger here, like an 'I almost can't take my eyes off her' kind of good-looking.

There can be pretty flowers, beautiful sunsets, et cetera. They are not synonyms, since they have varying magnitudes in terms of their meanings, albeit both pointing to the same direction. "Beautiful" is a stronger word.

No it isn't only used with women - there are plenty of pretty boys.