Learn Russian: Зачем ты это сделал?

The word почему asks about the cause (what caused you to do it?), while зачем asks about the purpose or goal (for what purpose did you do it?). Since this lesson is about expressing purpose with чтобы (in order to), зачем is the exact question word you use to prompt a чтобы answer.

The translation says 'that', but doesn't это mean 'this'?

Yes, but Russian uses это much more broadly than English uses 'this'. When referring back to a general action, idea, or situation that just happened, Russian almost always uses это, even if we would naturally say 'that' in English.

Why is the perfective verb сделал used here instead of the imperfective делал?

The speaker is asking about a single, completed action that produced a result. The perfective сделал focuses on the fact that the action was successfully finished. If you used делал, it would sound like you were asking about the ongoing process rather than the completed result.

If the speaker is talking to a woman, how does the sentence change?

You would change the verb to the feminine past tense form: Зачем ты это сделала? The pronoun ты stays the same for both men and women, but past tense verbs in Russian always have to match the gender of the subject.