The usage of henna for women is harus in Islam.
For women, the ulamak agreed that it’s not a problem for women to use henna on their fingers. Among the dalil is :

عَنْ عَائِشَةَ أَنَّ امْرَأَةً مَدَّتْ يَدَهَا إِلَى النَّبِيِّ صَلَّى اللَّهُ عَلَيْهِ وَسَلَّمَ بِكِتَابٍ فَقَبَضَ يَدَهُ فَقَالَتْ يَا رَسُولَ اللَّهِ مَدَدْتُ يَدِي إِلَيْكَ بِكِتَابٍ فَلَمْ تَأْخُذْهُ فَقَالَ إِنِّي لَمْ أَدْرِ أَيَدُ امْرَأَةٍ هِيَ أَوْ رَجُلٍ قَالَتْ بَلْ يَدُ امْرَأَةٍ قَالَ لَوْ كُنْتِ امْرَأَةً لَغَيَّرْتِ أَظْفَارَكِ بِالْحِنَّاءِ

Meaning : From ‘Aishah said, “ A woman extended her hand to Rasulullah SAW with a book, the woman held his hand and said, “O Rasulullah SAW, I extended my hand to you with a book in hand but you refused to accept it?” He replied : “ I do not know whether the hand belongs to a woman or a man.” The woman said , “It’s a woman’s hand.” He said: “If I am a woman, I would have coloured my nails with henna.” (HR an-Nasai’ie)

The Hukum on Hair Colouring
National Fatwa Council ruled that the hukum on hair colouring using henna or other material is harus as long as the following points are met:

1. It does not resemble non-Muslim women. If a colour, fashion colour, colour style, or dye is usually used by non-Muslims, in which when a Muslimah wears it she will resemble a non-Muslim woman, then she should not colour the hair with colour, style, fashion or so , Prophet Muhammad SAW said:

Meaning: "Whoever imitates a race, he will be considered part of them." (Abu Dawud)

2. Married woman must get the consent of her husband to colour her hair. If her husband does not permit, then the wife should not do it.
3. Women who are widowed within the prescribed period (ihdad) are not required to colour the hair, as hair colouring is an act of beautifying oneself, and this act is prohibited for women who is still in iddah.
4. Men should not use black to colour their hair, as covering grey hair with black colour is prohibited by the Prophet SAW. In a hadith, the Prophet SAW said to Abu Quhafah who has grey hair and beard:غَيِّرُوا هَذَا وَجَنِّبُوهُ السَّواد (HR Muslim) means: "Change this with something, and stay away from dark colours".
5. The materials used to colour the hair must be of materials which are clean. The materials used should not have any element of najis in it.
6. The material used as a colouring agent shall be of the type of material that only leaves the colour to the hair instead of a sticking and coating the hair and can prevent water from reaching the skin while performing the ‘mandi wajib’. For women who colour their hair and need to perform the ‘mandi wajib’, the ulamas agreed that the existence of a sticky and coated elements will prevent the validity of the ‘mandi wajib’. Therefore, item 6 above shall be maintained in order to avoid problems during ‘mandi wajib’.
7. Hair colouring is not done to beautify oneself and show it to non-mahrams. If the purpose of colouring the hair is to show it to them, then the hukum is haram. Thus, women who don’t wear hijab in public, it is haram for them to dye their hair because they are doing multiple sins; first for not covering their aurat, and second for tabarruj (float-decoration) in front of audiences ajnabi. Allah says:

Meaning: "And you shall always be in your houses and do not display yourselves out as being done by the pagan past."