Genders are either male or female, although some creatures may be "genderless". Playable races come in either gender in World of Warcraft.
In the RPG
This section concerns content exclusive to the Warcraft RPG, and thus is not necessarily canon.
Some races previously discriminated against one gender or the other (for example, many years ago the orcs did not allow females to fight, and the night elves did not allow male mounted warriors), but war changes everything, including gender beliefs. Nowadays, both genders are accepted in all classes.