As others have said, females produce 'hair like' pistils and males produce sacks or balls.

Regarding 'when can you tell' this really does depend on two things 1) Variety and 2) How long the plant has been vegged for. The longer the plant is in vegetative growth, the more chance you have of it producing differentiated pre-flowers. Most plants will produce pre-flowers by the third or fourth week of vegetative growth, but usually these are so tiny you simply cannot differentiate them into male or female preflowers. Some varieties will show you in vegetative growth what sex they are, some you have to wait until the second week of 12/12 for them to show. Males usually show before females.