To make a specie into a new character is clear to me, you copy the ''player'' files and draw that other creature for your dream.
But how do you make males differend from females?, there is only the file with one pair of every creature from every angle (player) and the rest with the special characters and the characters with wings.
Like for example, how does a Kingdom of Hearts world make the male lions change into a Sora and the female lions into a Kairi?

Right now, this is impossible. There is only one set of genders for each character. What you could possibly do is create all the players to be male, and then make a local species which will be female, or the opposite way. Until males and female walkabouts come out, this cannot be done. The only way you know what from what are the portraits and badges.

There is no way to make players have different avatars based on their chosen gender (male, female, or unspecified). However, you can work around this limitation by using local species (as Kyudo mentioned), or in one other way.

You can make all members of one species one gender. For example, felines might all look female, while canines might all be male. (This will be true regardless of which gender the player has chosen.) There's no rule that says the patched avatar has to resemble the original species. :-)

ow......ow well, I'm happy in a way, I couldn't sleep because it was too complicated thanks for telling me

A lot of people replace some of the fewer used species to create a female appearing character. The bunny, horse, musty, rodent and squirrel species are a large minority to the canines and felines. The player would just have to change their specie type to appear male/female in that specific dream.