Yes, although one must beware the false friends!

una is the feminine form. un is the masculine form.

silly me, I see it is English

It just is. Noun classes (grammatical gender) are mostly arbitrary. The category labels "masculine" or "feminine" or "neuter" are just what they're called. Don't read too much into it.

Not all languages distinguish between "one" and the singular indefinite article. Even in English, "a/an" and "one" have the same etymology.

"una" is the feminine form used with feminine nouns.
"un" is the masculine form used with masculine nouns.

That has nothing to do with it. Grammatical gender is largely arbitrary. But in Italian, you can (mostly) tell what gender a word is by how it ends:

singular -o, plural -i -- masculine
singular -a, plural -e -- feminine

Some words are -e in the singular and -i in the plural and you just need to memorize on a case-by-case basis if they're masculine or feminine.