Dimples are actually birth defects. Facial muscles are shorter than normal so when the person smiles and the muscle (zygomaticus major, muscle that contracts when smiling) gets pulled, it forms a depression/fault. It is a dominant genetic trait, meaning can be inherited. Fun fact: one dimple is actually rarer than dimples on both cheeks!
As for if it makes a woman more beautiful, isn't beauty subjective? Yes, some find it cute but dimples alone cannot make a person "more" beautiful. It doesn't make or break a person. Even if you don't have dimples, you can be pretty too! :)