Yes, female Scottish Highland Cattle, a well-known type of hairy cow, do have horns.
According to the provided reference: "All Scottish Highland Cattle, both male and female, have horns". This means that for this specific breed of hairy cattle, the presence of horns is a characteristic trait for both sexes.
While the reference notes that there are "long haired cattle without horns" in places like Australia, it explicitly states that "these are NOT Scottish Highland Cattle." These polled (hornless) long-haired cattle have typically been developed through crossbreeding with polled bulls from other breeds.
Therefore, while some long-haired cattle breeds or crossbreeds may lack horns, female Scottish Highland Cattle definitively possess horns as part of their breed standard.