This has nothing to do with harassment training. A worker should not reasonably expect adjusting their clothing to lead to a sexual harassment charge.
It isn't rational to take that as someone sexually harassing another person.
That's the point - what you see as a harmless check of yourself, someone else may see as deliberate calling attention to that area. If this made her uncomfortable, she is 100% within her right to report it, and she should report it, so that it doesn't happen again... I'm not saying any discipline to the OP is necessary and it's pretty clear that there wasn't. Just a verbal warning, because it's obviously a misunderstanding - but it's on you to make sure you aren't taking actions which can be misunderstood. If nobody ever sees your hands go near your crotch, nobody is ever going to think they're there for the wrong reason.
EDIT: Also interesting how few people are mentioning the comment, when that most likely is what caused the actual misunderstanding, 'hey' being a very ambiguous word with a lot of connotations.