I started a Cordon plum tree from a cutting. The tree has grown beautifully but it has yet to give fruit. I am guessing it has been about 5 years since I planted it. Must it have a male and female or something I'm missing or should I just dig it up and forget about it?

I am not aware of a variety or cultivar of a "cordon plum" so will assume you are referring to a style of pruning. If the tree was blooming and producing plums already, pollination is not the problem. Most plums would benefit from being cross pollinated, there are varieties that are partially self fruitful. Plums may or may not be budded or grafted onto a rootstock. If your cutting was taken from the canopy, your young tree will be true to type. If the cutting was taken from a sucker below the bud/graft area then your cutting could be any kind of prunus species compatible with the scion wood. Proper pruning will encourage flower bud formation. Eliminate any fertilizer to the root zone to help slow the tree down. Flower buds are set the summer before so the conditions of growth in 2016 have already influenced potential growth in 2017.