To clarify what Julie said, yes, "Bro" is short for brother, but in this context it implies a "boys' club."
You might imagine young boys making a club and telling their little sister, "No girls allowed!" That is one possible of sense of this word. Another sense of what it means to be a "bro," can refer to males in their teens or twenties who display a lot of machismo/bravado. They're usually white and economically privileged.