Leaking urine while sneezing is stress incontinence(SUI)  You have to do  pelvic floor muscle exercise for that. Usually lower grades of SUI improves with exercise. Urine is normally coloured yellow in states of dehydration as in summers , however it may require further workup if the yellowness persists with large amount of water or there is persisitent burning of urine. 

Do Ultrasound Abdomen & Routine urine test