λύκος is the Ancient Greek word for 'wolf' in singular masculine form. What is then the feminine form of wolf? I've guessed it as λύκη but what I've found in a dictionary is that it means 'light'. Is ἡ λύκη a feminine form of ὁ λύκος? Or is it just ἡ λύκος?
A she-wolf in Greek is ἡ λύκαινα.
See, for instance, Plutarch's De Fortuna Romanorum, §8:
εἶτα λύκαινα μὲν νεοτόκος σπαργῶσα καὶ πλημμυροῦσα τοὺς μαστοὺς γάλακτι, τῶν σκύμνων ἀπολωλότων, αὐτὴ χρῄζουσα κουφισμοῦ, περιέστειξε τὰ βρέφη καὶ θηλὴν ἐπέσχεν, ὥσπερ ὠδῖνα δευτέραν ἀποτιθεμένη τὴν τοῦ γάλακτος.
There it was that a she-wolf, having lost her young whelps, by chance lighted on them, and being burdened with her swollen dugs, inflamed for want of evacuation, she gladly let out her overheated milk, as if it had been a second birth, and suckled the young children.
-αινα is a feminine suffix that can often be added to masculine words to make them feminine. See, for instance, this Wiktionary entry. Other examples include: