If one says "the woman is gorgeous," the speaker is simply describing the woman. If one says "the woman is stunning," the speaker identifies the effect the woman has on those who see her, i.e. they are stunned.

Beautiful, stunning and gorgeous mean more or less the same, but are stronger than something like pretty. You can use them on men and women, and also on inanimate objects, like clothes, etc. Example: The girl over there is beautiful. My friend saw an actor earlier. She thought he was stunning.