When a baby is conceived, it goes through every step of evolution beginning with a single cell - the egg. The sperm enters the egg and makes a few changes. If the sperm is an X sperm, the egg continues to be all X chromosome, or a female. Some DNA from the X sperm makes changes in what will be a little girl.
If the sperm is a Y sperm, there are a lot of changes made. That Y sperm has to make a girl into a boy and only has a month to do it. First, it strips away half of the double helix and replaces it with a small amount of Y DNA that will initially change what is the developing ovaries into testes and drops them lower in the body. Once the testes are up and running, they take over and pump testosterone into the little boy to be. In nine months, what started out a girl is now a fully developed boy with nipples to remind him that he started out a girl.
Females only have X chromosomes. Males are mostly X chromosomes with some Y chromosomes added. All species were created the same way humans were created. All species started out female.