FWT is used in two basic situations:
1. Make a turn while moving fwd, and continue to move fwd
2. Change direction from moving fwd to moving bwd
The lady's step in the Fan is the later one.
From Laird's, Under "First Principles", Section "Forward Walk Turning":
"When using a Forward Walk Turning to change direction from moving forward to moving backward...... The foot position at the end of this step is "Back and slightly to side". If the figure being danced requires more turn to be made this is achieved during the following backward step. An example of the use of the Forward walk Turning to change direction from moving forward to moving backward occurs in Rumba during the last two steps, for lady, in all figures that finish in Fan Position or Open Position".
(As opposed to *all* men's steps that finish in fan position, which are fwd-to-fwd)
Hope this helps