Sexual discrimination or harassment at work is prohited by law. It is very likely that telling you that you have to wear makeup would constitute sexual harassment or discrimination (especially if your manager is male and you are, presumably, female), in which case you might have a legal cause of action and/or grounds to complain to the state or federal labor department. Note that damaging an employee's self esteeem is not, without more, actionable; there must also be some discrimination or harassment against a protected class or category, such as discrimination based on sex or gender, to give rise to a legal violation. You may wish to contact the labor department and/or speak with an employment attorney.