Yes mystery snails come in male and female, but not all kinds of snails do. Some have all the parts of both sexes. When those snails meet and connect, both go away "pregnant" with each snail as the father of their offspring. A few of those hermaphroditic species, if kept isolated, will eventually self fertilize and be both mother and father to their offspring. Some snails lay eggs under water some lay eggs on cattail stems or other surfaces a few inches above the water. Some snails give live birth to fully formed babies.
Both sexes of mystery snail have a snorkel, a long flexible nose like an elephant's trunk so they can stretch up and breath air into their lungs. People sometimes see the snorkel and think all their mystery snails are male.
http://www.youtube.com/watch?v=227n54l9YbQ
You need a male and a female mystery snail to get eggs
http://www.youtube.com/watch?v=227n54l9YbQ
They don't have to be the same color, but if you mix colors they revert to closer to a wild type color.
Most different species of snails will not cross and form hybrids but at least one species pair will. Spixi snails and Columbian daynight snails will produce a hybrid that is super voracious. It will strip any tank of all its vegetation and they are extremely dangerous to the environment if they escape from aquarium confines.