I think your code should look like:
if $Column1/Gender != empty then
if $Column1/Gender = ENUM_Gender.Female then 'Female'
if $Column1/Gender = ENUM_Gender.Male then 'Male'
You can't reference the enum as you might do for a boolean attribute here. To access the ENUM you need the full equation (aka both sides). So the enum attribute on your entity needs to be compared to a certain value
if $Shared.ENUM_Gender = Main.ENUM_Gender.Female
^The above assumes the enum attribute is actually an Enumeration. if it's a string, then simply compare against the string of Female in that example. “Main” is a placeholder for the module name, since you need the fully qualified name of the enum.
Additional tip: If you hit Ctrl + Space when typing out expressions, you can see some intelligent autocomplete suggestions where you'll be able to find your enum and can drill down to its value to use in expressions