Do we know for certain that Gilles was homosexual?
We know few things for certain about Gilles de Rais. Everything we are told about his sexual tastes comes from the trial and is automatically suspect. The main charge against him in the ecclesiastical court was heresy. At that time, sodomy and heresy were virtually synonymous. If Gilles was a heretic, he was necessarily a sodomite, and vice versa; the two charges went together.
It is important to understand that this particular FAQ would have been incomprehensible in 15th century terms. The word homosexuality, and probably the very concept of same-sex preference, is anachronistic. The word used was sodomy, which, to the Church, meant any sexual act which was not open to procreation. Bestiality was also sodomy, and even marital sex was sinful unless it was vaginal and no contraception was used. In all its forms, sodomy was regarded as a hideous crime against nature, worse than murder, since it had the potential to spread and wipe out the human race.
Nothing in the trial indicates that Gilles was what we would now call homosexual. He may have been, or he may not. There are certainly few women mentioned in accounts of his life, but one might say that of most men of the period. One of his closest comrades, however, was one of history's most famous androgynes, and this has certainly influenced how we see him...
I heard that he was in love with Joan of Arc and went mad when she died?
This is an appealing myth, beloved by fiction writers and bandes dessinées, and leapt on with indecent enthusiasm by the band Cradle of Filth. There is no evidence whatsoever of any relationship between the two other than that of close comrades, and given Jehanne's commitment to her virginity, none was likely. Gilles was charged with looking after her, probably at her own request. He went to her rescue at Orléans and Paris and it is indisputable that he and La Hire planned to try and liberate her from prison while she was on trial. Beyond these sparse facts, everything is speculation or fiction.
Further reading -
Gilles at Louviers