Yes, WOSB set-asides only apply in NAICS codes SBA has designated, and SBA publishes that list on its WOSB program page. Search it for 541611 before you plan anything around set-asides.
The split works like this under 13 CFR 127.503. In industries SBA calls substantially underrepresented, a contracting officer can set aside for any certified WOSB, EDWOSB included. In industries that are only underrepresented, the set-aside is EDWOSB only. That's the real benefit of EDWOSB: it opens that second group of codes. Outside the designated codes the certification won't get you a set-aside, though agencies still count your awards toward their women-owned goals.
EDWOSB adds the economic disadvantage test in 13 CFR 127.203. The big one is personal net worth under $850,000, not counting your primary residence or your ownership in the firm, plus income and total asset limits.
Certification goes through SBA's MySBA Certifications portal or an approved third-party certifier. Self-certifying isn't accepted anymore. I'm partway through it for my staffing firm. You have to be small under the size standard for the NAICS, and they want proof the woman owner holds at least 51% unconditionally (127.201) and holds the top officer spot and runs the day-to-day (127.202): operating agreement, stock ledger, tax returns, resumes. Fixing our operating agreement language took longer than everything else combined.
Worth it for an eight-person consulting shop? If 541611 is on the list, yes. A set-aside shrinks the pool to certified firms only, and that's where a small firm gets its first award.