In The Sims 2 Pets on PS2, there are no visual differences between male and female dogs (no distinct markings, size dimorphism, or anatomy modeled). You cannot tell by looking at them in the world.
This applies to the PS2, PSP, Wii, and GameCube versions. The PC/Mac version does have subtle visual cues (e.g., broader heads on some male breeds), but the UI panel remains the definitive method.