I read the first 3 volumes, which were translated into Chinese a while ago. Let's see if I can give a brief summary for each volume from memory...
Spoiler for Volume 3:
Rimuru's activities has drawn attention from the various world powers, include a number of Demon Lords who came together in a council to discuss what to do. With Verudora gone, the area where he was (which is where Rimuru's city is) has lost its reason for being a forbidden territory, and one of the Demon Lords, Milim (the girl in the image posted earlier), decides to personally investigate for herself.
Milim is a dragon and, despite her looks, is actually one of the oldest and strongest Demon Lords in terms of destructive power. She came to the city basically looking for a fight, only Rimuru instead diplomaced her into trying out the various new social, technological, and cultural innovations that he has introduced. Milim was completely hooked and pretty much got tamed, making her the 3rd member of the "harem", and she ends up freeloading in the city and playing with Rimuru the whole time.
On gender, Rimuru ends up eating and analyzing a girl's body, whose facial features he uses for his own humanoid form. The body itself is fairly androgynous though, and is basically a barbie/ken doll anatomically speaking.