Answer:
I am assuming you mean 'gender' (what a person conceives zanself to be, unrelated to genitalia) as opposed to 'sex' (biological sex).
A person who has no gender is agender; some may be comfortable with assigned sex pronouns, while some may prefer ze/zan/zans or other gender-neutral pronouns (ve, hir, ou, etc; there are many resources online but if you are not sure what someone prefers, ask them).
There are other non-binary gender identities; genderqueer, genderf'ck, pangender, bigender, two-spirit, androgyne - the only way to know what a particular person identifies as is to ask them.