Here is how to tell the difference between a male cicada and a female cicada (for most species):
1) Only males sing. If the cicada is singing, it is a male.
2) Look at their abdomen. If it comes to a point and has an ovipositor, it is a female.
This is an image comparing the abdomens of male and female Magicicada cicadas.
This image compares a male and a female Neotibicen lyricen. Note the difference in the curvature of the 7th sternite, the shape & location of the tymbal covers of the male, and the valvulae & ovipositor of the female.
Also, if the cicada is laying eggs in the branch of a tree, that’s proof that it’s a female. Here is a video of that: