Gender identity and sexual orientation are two different things. Gender identity refers to your internal knowledge of your own gender, for example, your knowledge that you're a man, a woman, or another gender.
Sexual orientation has to do with whom you're attracted to. Like non-transgender people, transgender people can have any sexual orientation. For example, a transgender man (someone who lives as a man today) may be primarily attracted to other men (and identify as a gay man), may be primarily attracted to women (and identify as a straight man), or have any other sexual orientation.