As you can see, the female Pikachu has a heart shaped tail while the male Pikachu has a flat tail. If you choose to be a female Pikachu in a PMD game, will the tail be different?
From What I've Seen, NO!
Some Pokemon that look different female, don't appear like that in the games. Based on the sprites and responses, no female pikachu is currently available.
Sources: 1 and 2
Hope I helped! :)