This is a great question. There are of course three main female characters in this amazing novel: Marlow's Aunt, Kurtz's African Mistress and lastly the Intended, Kurtz's fiancée back in Europe. Each are worthy of serious analysis as they reveal a lot about attitudes to colonialism and women in general. However, to respond to your specific question about sexism, I think the most interesting to look at is the character of Marlow's Aunt.
What is worthy of note about this character is her impression of what colonialism is all about. Her misguided conception of Marlow's "mission" is inspired by what she has read in newspapers and which Marlow calls "rot". She remains totally impervious to Marlow's assertion that the Company is run for profit. Marlow treats her with ironic affection, emphasising her lack of realism which he sees as typical of women: "It's queer how out of touch with truth women are", he says in a statement that also applies to the Intended. Marlow's statement that men should help women "to stay in that beautiful world of their own" is of course a key quote for you as it has been discussed endlessly by feminist critics who denounce it as patriarchal and misogynistic.
Marlow's Aunt is therefore a very useful character to start with as Marlow reveals his feeling that women are completely "out of touch" but also he equally states that women should stay in this illusory world and that men should contrive to keep them in a world of fantasy rather than make them face the harsh realities of life. Lots of information there to talk about sexism, I think! You would benefit from using this as a basis to examine Marlow's conversation with the Intended at the end of the novel. Good luck!