I am sure the word Queen must mean something different here. English is not my native language. What does it mean pls? During the WWII, the UK had a king and not a queen. I guess it has something to do with homosexuality, is that correct please?
An effeminate homosexual man is often called a queen.
A man (gay or straight) who dresses in woman's clothes for pleasure is called a transvestite (literally "a cross-dresser"). He is also sometimes called a "drag queen", but that is much less polite.
A man who dresses in woman's clothes to perform is called a "female impersonator". And he, too, is often called a "drag queen".
So: The movie title was applying a modern term to a situation that would not have been tolerated in WWII Britain. Any man caught cross-dressing would have been branded a homosexual (accurately or not, they would not have cared). As a perceived homosexual he would certainly never have been allowed anywhere near any kind of wartime intelligence-gathering operation — even one as hare-brained as this one.