Characters from RWBY have very clever names. Their names or the characters themselves often reference other characters from other series, like so:

Professor Ozpin = The wizard of Oz.

Glynda Goodwitch = Glinda, the Good Witch from "The Wizard of Oz."

General Ironwood = Tinman

Qrow = Scarecrow

Ruby = Red Riding Hood / Dorothy? (Red slippers)

Zwei = Ein, the dog from "Cowboy Bebop."

Phyrra = Zeus (I may have the wrong god), who disguised himself as a girl named Phyrra to get his powers back.

Jaune = Jaune de Arc (Joan of Arc), who dressed as a man to lead the French to victory.

Ren = Mulan, who dressed as a man to join the army in her father's stead.

Nara = Thor, who dressed as a chick to get his hammer back from a frost giant.

Does this mean that Jaune is a girl?

It just means that JNPR is a team whose members are based on a bunch of cross-dressers.