Peeing will not prevent pregnancy - it will help prevent urinary tract infections that can be caused by the friction of intercourse.
As for the comment about having had something inside you - yes but it wasn't in your
urethra which is what you pee from.
Sperm - any sperm that is put inside you can potentially get you pregnant.
So if your boyfriend jacked off and caught it and put it straight inside you then yes it has a chance of getting you pregnant.
But sperm cannot get into your vagina through your clothes (unless they are totally saturated with the stuff - I mean like wringing wet with sperm)