I presume from the general description the woman in question is a report so this is less gossip and more opening up to a manager.

You’re dealing with another person sharing something that is probably emotionally difficult for them to say. I’d suggest a subtler approach than immediately busting in with the evidence requests. It’s a slower process which is neither immediately believing or disbelieving the accusation but taking it seriously. Being open to the possibility and seeing where it leads rather than shutting things down because it’s uncomfortable. Because presumably the woman is also someone you know that you wouldn’t want to be hurt as well.