Sex is determined by a pair of sex chromosomes. In males, there are is one X chromosome and one Y chromsome (XY), and in females there are just two X chromosomes (XX). A sex-linked trait, is a trait that is carried by one of these chromosomes. Except for several rare exceptions, the X chromsome carries all sex-linked traits, and the Y chromosome's sole purpose is to determine sex. This means that if you have any given trait, only females will ever be heterozygous, because males will never have more then one gene for a particular trait.

This can be demonstrated in a Punnet Square. Typically, you cross a male with a female and put each version of the genes as an exponent. You then combine the genes and exponents like you normally do in a punnet square.
Courtesy of my biology class