Usually female Orions are depicted as sensual and voluptuous, while males as strong and muscular; I won't exactly use such terms as as "grace" and "brutishness" to describe them, and the sexes don't seem to have very different features: both of them are depicted with explicit carnal and sensual features and are very physically fit.
The strong sexual connotations of this race are tied to their physiology and society; quoting from Memory Alpha:
Orion females were very animalistic in nature, known for their extreme carnal appetites and their innate skill of seduction. A
Human male could rarely resist the alluring dance of the Orion slave
In Orion society, the males were slaves to the females. As a means of
deceiving other species, the Orions maintained the facade that the
females were the slaves. This went as far as Orion females on the
Orion slave market.
Once sold to a male, the Orion slave girls used their unique
physiology to their advantage; their highly potent pheromones
accelerated the metabolisms of males of many species, raising
adrenaline production to dangerous levels which caused aggression and,
ultimately, a form of delusion. Its most significant effect was to
make them susceptible to suggestion. Not long after, the "owner" males
began taking orders from their "slave" females. The pheromones'
effects were cumulative; the longer exposed, the more pronounced the
Human females reacted negatively to those same pheromones,
experiencing headaches, and Denobulan males found their sleep cycles
interrupted by them. Vulcans were immune to effects of the pheromones.
In 2155, Dr. Phlox of Enterprise NX-01 theorized that the pheromone
acted as a defense mechanism against competition.
The strong feminine features and pheromones of the females seem to produce an accelerated production of hormones even in their males counterpart, giving as a result a race with pronounced gender-defining features and a strong connotations of sex both in their physiology and their society (as we already knew).