When speaking about human sexuality, it is important to distinguish between sex, gender and sexual identity.
The term sex is a purely biological concept. A human being is born as a boy or a girl. A boy will have masculine genitalia (a penis and testicles), and a girl will have female genitalia (a vagina, uterus and ovaries). There are also a few individuals who are born with the genitalia of both sexes. These people are referred to as intersex, but they represent a very small group.
Gender, on the other hand, refers to a social construction which defines what women are expected to do, think or feel because they are women, and what men are expected to do, think or feel because they are men. The roles are internalised as of birth and are the reflection of a particular culture.