First of all, men and women can do the same workouts perfectly fine (if you are worried about getting bulky, read the next question). If you want results from lifting, you should be lifting heavy (=challenging).
Using the machines at the gym can be good enough, especially for beginners, but in the long run you should strive towards learning free-weight, mainly compound movements (deadlifts, squats etc). Remember to learn the correct form before you start adding too much weight. If you need inspiration or instructions for exercises, see above.