No, peafowl do not have fur. Peafowl are birds. They have
feathers.
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There is the Congo peafowl, the Indian peafowl (also known as
the common peafowl) and the albino peafowl... one more too, so
there are four species! XD
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The masculine of peafowl is peacock.
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In English there are no masculine or feminine forms. English uses gender specific nouns for a male or a female; for example:
The noun for a female peafowl is peahen; the noun for a male peafowl is a peacock.