I have a table with many column such like Name, Country, Gender, ID etc. Is there an easier way to do select every column of this table within a query except the Gender column?
You can use Shift+Click to select all fields in the GUI, then either Ctrl+Click to deselect the ones you don't want before dragging them down or delete the columns once you drag them down.
For aliases just add the alias with a colon before the column name like this:
Sex: Gender