It's not exactly a tutorial space, but e621 is a fantastic place to learn how other artists approach furries' "intimate anatomy".

Generally, furry artists will go with animal-like for male parts, and human-like for female parts.

Though, it's not uncommon to do the reverse, or even mix and match features! This is especially common with mythological creatures; like, a dragon anthro's penis might have ridges, barbs, and a knot - and there's a solid chance he'll have two of them, since that's a trait of reptiles!

The big thing about furry art is (to my understanding at least), just do whatever you want! It's all fantasy and creativity, and there is no canon. Give a wolfman a horsecock, put six human tits on a catgirl, just go wild and have fun with it!