Q1) In Table Design mode select the field you want to set as the PK. On the tool bar is a key icon. Click that and the field will be set as the PK.
Most Access developers I know recommend using autonumbers as their PKs.
Q2) That depends on how Female is defined in your records. Generally, you set the criteria for the column in your query that will match how female is stored in the table. For example; if female is stored as a 1 and male as a 2, then just enter 1 as the criteria
Q3) Use the Report wizard. Generally reports are based on queries so create your query, then use the Report wizard to create the report. If you need to tweak the report afterwards you can go into Report Design mode.
You seem new to database design so I would urge you to do some research on normalization. This is a critical database design criteria, the principle of which is to reduce or eliminate redundancy in data. Before building forms, queries and reports, you need to make sure your database is normalized. Otherwise you will have problems extracting data in the future.
P.S. For future posting you might want to check out this: