I have never had to pollinate cucumbers., In my opinion that is silly advice. There are always some bee type pollinatoirs that take care of it. Might be that early on you were just getting mostly male flowers so of course nothing was setting.
But yes, the male flowers have an empty stem. The female flowers have a tiny, tiny cucumber. You can easily see it but unless pollinated they don't develop.
Same thing with squash, pumpkins, melons and such.
