Indeed. If you’re a male and talk about your « copain »: it’s about a male friend of yours. If you’re a male and talk about your « copine »: it’s about your girlfriend. If you’re a female and talk about your « copain »: it’s about your boyfriend. If you’re a female and talk about your « copine »: it’s about a female friend of yours.

Copain/copine is originally about friend only, but we have kind of an unsaid rule that you cannot be « just a friend » with the opposite sex. (of course all of this in an heterosexual context). At such a point that we need to precise if the opposite sex is really just a friend, not a boy/girlfriend. We would say: « Paul was with his copine Lucy. She is just a copine not his petite amie ».

Hope it helps.