When I was in the military, the shooting instructors said they preferred training females because they haven’t been trained poorly by somebody else.

they preferred training females

It’s “women”.

In French, the literal translation of female and male, are only used for animals in the common language, but I have been taught that in English it is ok to use those for humans in common language. Is it not the case in your region?

It’s technically grammatically correct, but outside of a medical context, it has in recent years been heavily associated with incels and other creepy kinds of people. So in effect no, it’s not generally considered good to refer to women as “female” in day-to-day speech.

Examples:

“Females simply don’t have the emotional capacity that men do, which is why they’re so quick to cheat and betray” - typical incel line

“Today on the train I saw a beautiful female with silky hair and clear skin” - kinda sounds like a serial killer

I don’t really see a problem with saying things like “my female friends” or “my female colleagues”, when it’s used as an adjective.