When starting out at a gym you have 3 basic options. I Will list them here from the best to worst.
1: get a trainer to show you around. A trainer can show you how to use the equipment currectly and tell you what to do.
2: find a beginner program on the internet. This should be a full body weight training routine 3 times a week and 2-3 cardio sissions in between (you can add the cardio in yourself) there are no difference in the way men and women should train at this point, so don't worry about that.
3: do classes.