I can't tell you what breed it is, and only an expert could sex a chick at that age unless it's a sex-link breed (the male and the female are different colors when they hatch). You can ask the person who gave it to you what it was sold to them as. If it was a "pullet," that means it's female. A "cockerel" is male. "Straight run" means that the chicks were not sexed, so it could be either a male or a female.
YES, it needs to be in a very warm environment! Under a heat lamp at all times! Its brooder should be 95 degrees F when it hatches and 5 degrees less with each week. This chick looks about a week old to me, so if you kept it at 90 degrees, that should be good. There's no set number though, you have to watch it. If it's sitting directly under the heat lamp, that means it's cold, but if it's in the opposite corner from where the heat lamp is posting, it's too hot and it's trying to cool off.
It looks healthy from the picture, but that being said, I can't see its behavior. Is it wobbly on its feet? If yes, it could be stressed from the journey from where it hatched to your house. Does it respond to being picked up? If not, it might be stressed from the journey or sick. Make sure it is eating and drinking. You may have to dip its beak in the water dish if it can't find it on its own. Make sure you're feeding it starter/grower feed and not layer feed, as layer feed has more calcium than a chick needs. It won't need layer feed until it starts laying (if it's female).
Also, make sure it isn't pasting up. This is when poop hardens around the vent, preventing it from being able to go to the bathroom, which could kill it. You can clean it off with a wet paper towel or cotton swab. Don't scrub and make sure it's perfectly clean though, because sometimes a piece of the umbilical cord is left around the vent, and if it is ripped out, that can also kill the chick.
If you're up for it, it's typically a better idea to have more than one chick. They're really social, and they help each other survive.
Let me know if you have any other questions about taking care of it!