The Women's March was primarily about the access to birth control and abortion and against Trump's misogynism. Birth control and abortion are available in Russia and, as far as I know, not about to be restricted by Putin.  Also, the Russians may not be aware of the Women's Marches given the state control of media, and it is in the middle of winter which can be very cold there. Women in most Muslim countries don't have many rights so they don't hold marches.