You don't need to, though. If you say it's a female, people will believe you. And, they will probably like the character more due to it being a strong female character.
Why do you think people like the Protector of Earth so much? Because even though she has a freaking chest gun, she's still a female.
It doesn't only apply to MOCs, just look at Samus and Captain Phasma. When Samus was revealed to be a female at the end of Metroid, people flipped out and now she's perhaps one of the most famous and recognizable female video game characters. Captain Phasma doesn't look overly feminine and she's probably one of the coolest [looking] new Star Wars characters.
What I'm saying is that it doesn't need to look like a woman to get the point across. If you say it's female, then it is, and if it doesn't look like one, then there are people who find that to be a really interesting character trait, thus creating more appreciation for your character.
If you want to see how you can make something look female, but not overdo it, Samus is yet again a great example. Take a look at the original art for the Power Suit and compare it's shape to the newest look from the Amiibo figure. It looks female, but it's not overboard. Try and copy that subtlety in your MOCs and people will like them.