Indeed, hamsters can be litter trained. You buy a hamster potty and some chinchilla sand (not dust, dust is bad) and place some of the peed on bedding in the litter box, and it is as easy as that.... most of the time. For time being, I would recommend you remove the tunnels to get her used to the potty. I must ask, is this a dwarf or syrian? Dwarfs are normally the ones that pee on everything, though there are excpetions. How long have you had this hamster? How old is it?

I have not seen that females pee moreon things than males. I have had more females than males, and have yet to see that.