When you want to say that you're hot. Was the lesson not clear on this point or did your question aim in a different direction?

The lesson is very clear that you don't use chaude to say that you're hot. But you can use it to describe other feminine things that are hot:

l'eau chaude

I think everything is cery clearly laid out in the lesson. You use the male form exclusively to say that you feel hot and you use the female form for female nouns that are hot.

Anne, tu as chaud ? -- Anne are you cold?
J'aime l'infusion chaude. -- I like hot herbal tea.

I guess the question concerned the female form only?

No time because there is no feminin word for  'hot"