How do cells in the ovary detect a hormone in the brain?

Hormones are produced and then circulate through the body systemically. The target organ (in this case the Ovary) has receptors that react to the influence of the hormone through direct interaction of the hormone and the receptor.

FSH (follicle stimulating hormone) CG (chorionic gonadotrophin) and LH (Leutinizing Hormone) along with progesterone, prostiglandin and estrogen

are hormones that create feedback between the pituitary gland (brain) and the ovaries creating the reproductive cycle.