The game isn't really designed for gameplay with only a single sex, but it is still possible to complete the quests. There are a few options:
- Use the Laboratory to change the genitals of a slave to match the sex you need.
- Temporarily change the random generation settings to be only the sex you need and go fight people to capture someone of the sex you need.
- Use the Mutate spell or have them use several potions, and hope that they change sex in the way you want. This could take a very long time.
- Learn to mod the game and change the quest requirements to work for worlds containing only futas.