A lot of the time, we think of gender as being the same thing as sex, but it's not, really. Gender actually describes all the ways we use to figure out whether a person we're talking to is male, female, or something else entirely. Gender is built up through a collection of social cues, or things we perceive about people when we see them, hear their voices, talk to them, or see pictures of them. Some of these cues are biological in nature. Males can have breasts, and females can not have them.
Females can have facial hair, and males can have no facial hair at all.
Many Native American males don't have much or any facial hair, for instance, and Asian men often have very little. This is true with other biological differences, too, like the pitch of a person's voice. Other gender cues are completely social. Clothing is the most prominent example. Think of someone wearing a tuxedo, then think of someone wearing an evening gown.