How do you know whether caterpillars are a female or a male?

Mostly you can't. Sexual dimorphism is the exception rather than the rule among butterflies (unlike birds.) So most species look pretty much alike and are difficult to tell apart. (Although they know, and that's what really matters.) Among sexually dimorphic species, the differences can be as subtle as the color of the antennae or as dramatic as looking like completely different species. Whatever the differences, they can be learned. And then it's easy to tell.