Not that I am awear of. I'm not sure if this is related to pcos...but because pcos has such a wide spread of symptoms, I really wouldn't be surprised if this was somehow linked to pcos. I mean, I've never had this problem before.
I don't believe that the urgent need to urinate is related at all to PCOS. Some of the EARLY symptoms are:
• Few or no periods.
• Heavy, irregular vaginal bleeding.
• Hair loss from the scalp.
• Excessive hair growth on the face, chest, back, stomach, thumbs, or toes.
• Acne and oily skin.
• Depression and mood swings.
This is a great website and talks all about PCOS:
http://women.webmd.com/tc/polycystic-ovary-syndrome-pcos-topic-overview
I have never personally had this symptom.