Bad guy is an idiom most common in film but used for any fiction to describe the villain of any sex of a story. "In 101 Dalmations, the bad guy is called Cruella de Vil. In Duel, the bad guy is the car!" The opposite is good guy. "Do you think De Niro is better as bad guy or good guy?"
It is also used when describing real life circumstances as if they were a film.
The pronunciation of "bad guy" with this meaning is run together, to the extent that children will say "ba'guy" as if one word. Compare "a green house" (green paint, prnonunced separately) and "a greenhouse" (glass, pronounced run together) The same with "the white house over there" and "The White House in Washington".
Also in many circles, guys is used equally for men and women, in some circles it is specifically men. In the singular, guy is male everywhere I know about. (I checked with a couple of Californian writers, who tell me that in the second person "guys" is used for mixed sex and even single-sex female groups. Otherwise, in their circles, "guys" is normally understood to be male, "guy" is always male. Sample of two, San Francisco, one 20s the other 50s.)