And no, there isn't a 'male' or 'female' brain separate from the male or female body. There are a few things that tend to indicate someone is more likely to be one sex or the other - e.g. size of the brain (proportionate to the bigger size of male bodies), but nothing that uniquely occurs in one sex or the other.
Basically if you're male, and have feelings or behaviours or characteristics or preferences of any sort, then those are an instance of male feelings, male behaviours, male characteristics and male preferences.