There are many reasons for urgency to urinate.
Most commonly it is due to
Urine infection
Prostate issues in men (BPH/prostatitis)
Diabetes
Rarely due to certain other neurological / stress related issues
Needs further details to differentiate between them.
You can get urine routine examination done. Ultrasound abdomen if possible and review
Next Steps
consult me on practo for further medical assistance