Female flowers have a small swelling at the base. This is what will growl into a cucumber after fertilsation. The male flower does not have this but is just a stem and flower. The male flowers carry the pollen on their stamen which is transferred to the stigma of the female flowers by the action of insect pollinators. The female does not carry pollen.
By the way the male flowers appear before the females so if you have lots of flowers and no growing cucumbers, just be patient the females will arrive.There is only a small fertilisation window for each flower so if you have two or more plants of the same variety you can align them so male and female are in best proximity to maximise fertilisation.