How can I create a female jumper wire connector

These connectors are called 'DuPont' connectors and you can get them cheap on ebay shipped from China. Search for 'dupont connectors' or 'dupont wires'.

How about these female-female wires, 6" long:

A DIY solution you can do with stuff usually flying around an electronics lab:

You could try using female single-row pinheaders, pitched at 2.54 mm, separeate them with a knife (sacrificing one contact where you cut) and solder wires to them.

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Insulation, if desired, may be done with heat shrink tubes.