The women, aged 23 to 29 and from Eritrea, Africa, were found in a lorry in Enterprise Way at about 1pm on Friday.
Police arrested the women who were later interviewed by Home Office Immigration staff and then detained while their cases are being assessed.
A Home Office spokesman said: “We work closely with the police to tackle illegal immigration and continue to strengthen the security of our border to stop those who have no right to enter the UK.
“If people have a genuine need of protection, they should claim asylum in the first safe country they reach.
“But if they are just seeking to evade immigration control, then they are risking their lives and where someone is found to have no legal right to remain in the UK, we will take action to remove them.”