It's in the article.
> Until recently, a model like the one Menon’s team employed would help researchers sort brains into different groups but wouldn’t provide information about how the sorting happened. Today, however, researchers have access to a tool called “explainable AI,” which can sift through vast amounts of data to explain how a model’s decisions are made.
> Using explainable AI, Menon and his team identified the brain networks that were most important to the model’s judgment of whether a brain scan came from a man or a woman. They found the model was most often looking to the default mode network, striatum, and the limbic network to make the call.
What's more fascinating it that it's not just a parlor trick and actually can be "validated" in some sense by doing a cognition test for just that part of the brain and observing the differences. So the model said "check here and you'll see a difference," and apparently, they did.
> They developed sex-specific models of cognitive abilities: One model effectively predicted cognitive performance in men but not women, and another in women but not men. The findings indicate that functional brain characteristics varying between sexes have significant behavioral implications.
> “These models worked really well because we successfully separated brain patterns between sexes,” Menon said. “That tells me that overlooking sex differences in brain organization could lead us to miss key factors underlying neuropsychiatric disorders.”