They do, but social factors also affect how much muscle women tend to want to grow. Testosterone facilitates microtears in the muscle, which are necessary to stimulate muscle growth; it does nothing for the healing process though. By contrast, estrogen does not facilitate microtears but does increase the rate of healing.
[Scientific American](https://www.scientificamerican.com/article/the-theory-that-men-evolved-to-hunt-and-women-evolved-to-gather-is-wrong1/) had a decent article on it a while back.
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