Salesforce has not sexuality/gender fields on its built in Contact object.
You can install the package at this URL: https://login.salesforce.com/packaging/installPackage.apexp?p0=04t36000000tNTd
once you are logged into your Salesforce Org, and it will add custom objects to hold the lookup values, and five new fields into the Contact Object.
After the package has been installed you will have to open the Contact layouts and add the fields to the layouts in the position you want them.
Other values could be substituted into the custom objects that hold the list values if you wish. Each custom object for one of the lists of choices has its own tab, so you can use that tab to access the list.