GREAT question! Yes they do, and that’s why it’s even more interesting to understand the differences between men and women, because they share the same DNA. This is true expect one chromosome which is different between the two sexes. Chromosomes are bundles of DNA, it’s like chromosomes are the ships that carry lots of DNA on them. So how these differences arise?
Some of the answers lie in how the DNA behave in males and females, some DNA is more powerful in males and some in females. Also hormones between the two sexes are different. Hormones are little messengers which tell the body to act/do certain things. For example, when we have our exams hormones tell us to get stressed. In the same way some hormones make men more manly by helping them to build muscles or get taller. These hormones are lesser in women than men.