Saw woman for example headed west (5)
I believe the answer is:
adage
'saw' is the definition.
(saw can mean a proverb or saying)
'woman for example headed west' is the wordplay.
'woman' becomes 'Ada' (woman's name).
'for example' becomes 'e.g.' (short for 'exempli gratia', 'for example' in Latin).
'headed' means to remove the first letter (head can mean to remove the top from something).
'west' becomes 'e' (I am not sure about this - if you are sure you should believe this answer much more).
'eg' with its first letter removed is 'g'.
'ada'+'g'+'e'='ADAGE'
Can you help me to learn more?
(Other definitions for adage that I've seen before include "Old saying, maxim" , "Dictum" , "Well-remembered proverb or saying" , "Short statement expressing a general truth" , "Saw, proverb" .)