What does chromosome CHR_Un, CHR_MT in the ftp site of NCBI mean?
chr_MT: List of variations that map to the mitochondria 

chr_Multi.txt.gz: List of variations that map to multiple chromosomes

chr_UN: List of mapped variations that are on unplaced chromosomes

see here for more information.

This is the reference genome for human, as far as I know there is no discrimination for it into male/female.