These terms are used between men, mainly in American English, as a mark of friendliness and informality. They can also serve to diffuse aggression, and to avoid confrontation. I don't think it would be usual for women to use these terms.

Su Ki has covered it perfectly. Strangely, I have heard some girls call men "bro" / "man" but it's an ironic use of language. Likewise, the popular Youtuber Pewdiepie calls all his viewers (irrespective of gender) "bro"; this is part of his idiolect, rather than "proper" use.