var fn=new Function("name","age","sex","alert(\"hello\"+name+\",\"+age+\",\"+sex);";
  alert(fn("name","12","女"));

你这是写了些什么，回括号都少了一个，当然报错。
这种写法连研究的必要都没有的，反正new Function这样的用法早就绝迹了

var fn=new Function("name","age","sex","alert(\"hello \"+name+\",\"+age+\",\"+sex);");
   fn("name","12","women");

var fn = new Function("name", "age", "sex", "alert(\"hello \"+name+\",\"+age+\",\"+sex);");
fn("baiby", "24", "women");

这段代码还有什么问题吗，我本地都可以跑通了

那实例化一个js的类怎么写才好呢？

Javascript里没有类，只有对象，new关键字，不过是从对象中创建对象