They totally have distinct sexual "organs". Squash are probably the easiest to tell since the flowers are so huge and the "organs" are so visible and pronounced. My summer squash females have golden crosses and the males have a long stamen. Really like looking at the visible difference between a jack and a jenny donkey or mule, one has a step ladder, the other doesn't.

Champion level giant pumpkin and squash growers, and a good number home gardeners, will take the male flowers, pluck them off and manually pollinate the female flowers. I throw male flowers in the fridge in a ziplock for a couple weeks to ensure I have pollen in early season, just in case. I don't always need it but am glad when I have it.