A female wizard is usually referred to as a witch. A witch is believed to posses magical powers the enables her to fly around, either by her own or by use of a broom. The term witch is derived from the word wicca, which is an old English word.
1 Additional Answer
There are no records for a specific female name of a wizard. However, the term 'wizard' is more frequently applied to a male magic-user just as the term 'witch' is regularly used in reference to females.