Short promotion by female that features in build-up (6)
I believe the answer is:
hyphen
'that features in build-up' is the definition.
('build-up' contains a hyphen)
'short promotion by female' is the wordplay.
'short' means to remove the last letter.
'promotion' becomes 'hype' (hype is a kind of promotion).
'by female' becomes 'hen' (female chicken. I am not sure about the 'by' bit.).
'hype' with its last letter taken away is 'hyp'.
'hyp'+'hen'='HYPHEN'
(Other definitions for hyphen that I've seen before include "Sign joining words" , "Dash joining words" , "seen in T-shirt and G-string" , "Word-joining mark" , "It joins two words" .)