Great question, and I wish we knew more about this than we do!

Unfortunately the vast majority of resources that we have on Jews in medieval Europe, particularly pertaining to spirituality and religion, were written by, and often about, men. Elisheva Baumgarten, in her book Mothers and Children (which I unreservedly recommend), notes that even the descriptions of entirely female-centric events in Jewish women's lives are through the limited lens of men's involvement and knowledge, de facto limiting what we can know. I wrote more about this, based on her book, here.

We do know that women attended synagogue- synagogues in medieval Europe had either separate women's sections within the synagogue or even a separate building outside specifically for women's prayer, and women were often led by a fellow woman in prayer. We know much of what we know about women's spirituality, though, through the lenses of the men who were married to some of the more spiritually inclined women- such as Rabbi Elazar ben Judah of Worms (known as the "Rokeach"), who recounts that his wife Dulcea prayed shacharit, mincha and ma'ariv, something which only men are considered obligated to do. It's harder to know what the average woman did on a day to day basis regarding prayer, even as we know that they had a designated space for prayer and some participated in it (most commonly on Shabbat).

(We actually know quite a bit about Dulcea's religious observance- apparently she would not only pray three times a day but teach other women the prayers (women did not get formal Jewish education til the modern era, and in this time period generally could not read Hebrew), prepare wicks and candles for the synagogue and school, make cords for use in making tefillin (phylacteries) and Torah scrolls, recite psalms and a daily confession along with various other supplemental prayers, and stand throughout the entire, day-long Yom Kippur service. All of this was in addition to her being the primary breadwinner in her home. We have all this information about Dulcea due to the eulogy which Elazar wrote for her after her death, which was written in the style of Eshet Chayil (a poem in the book of Proverbs)- she had, in 1198, been brutally murdered in her home after armed men stormed in and wounded her, Elazar, and his students and she ran to get help.)

We do know that it wasn't just Dulcea who was interested in a maximalist approach to spirituality, including taking on customs that were more specifically male-oriented (such as praying 3x a day). We have evidence not just of women having interest in participating in certain male-oriented practices, such as wearing tzitzit (a four cornered garment with tassels) and tefillin, eating in the sukkah (hut) on Sukkot, hearing the shofar (ram's horn) on Rosh Hashana, and holding baby boys during their circumcision, but we also have responsa of rabbis of the era permitting these practices. Not all of these practices survived as women's customs past the medieval era, but were accepted at that time period, if only among a committed minority.

(It is worth noting that this committed minority were generally women who were in close proximity to particularly learned men and were therefore more likely to be educated themselves. One rabbi, for example, approved more of his sisters praying three times a day than of the average woman doing so as his sisters were educated. The cases we hear of in which women wore tzitzit were largely of wives of rabbis, and in general, the women we know most about, as mentioned above in the case of Dulcea, are the mothers, wives, sisters and daughters of rabbis. Probably the most famous examples are the daughters of the famous Biblical and Talmudic commentator Rashi [Rabbi Shlomo Yitzchaki] of 11th century France, Yocheved, Miriam, and Rachel; Yocheved and Miriam married students of Rashi and through this became ancestors of other well known rabbis, and the three of them, along with their own daughters and granddaughters, are referred to in terms of their spirituality and knowledge of Jewish law.)

On a more day to day basis, we know that even women with less Jewish education were generally very involved spiritually (though, in keeping with Jewish law, their role was seen as more limited due to their responsibility to care for their children). As I discuss in the above linked answer (aka as Baumgarten discusses in her book), women immersed in ritual baths and it was generally a woman who oversaw the baths, a prestigious role. Women were known to pray, fast, and give charity as penance (as well as fulfill other forms of penance as necessary) and to demonstrate their devotion to God, and were the ones who furnished and decorated the synagogue, including creating the coverings for the Torah scrolls. Women's spiritual practices were sometimes more folk-related, as Baumgarten discusses.

One major element of Jewish women's spirituality that I mention in this link- martyrdom. While the link mostly discusses it in the context of Jewish women killing their children so that they should not be converted to Christianity, personal martyrdom also clearly applies. Writings about the Crusades, for example (all written by men), often describe women who are known only for their deaths, refusing to convert or allow their children to be converted- something seen as the ultimate (even if controversial) spiritual sacrifice.