Depends on the woman but the urge is great, and it is not advisable to hold pee.
As a pregnant woman you can hold your wee as your body fir. But it isn't advicable to hold urine. It might cause a UTI and you will have to tale medications for it to go. So don't hold.
You are like you are when you aren't pregnant. You hold it as long as it is comfortable to do so. If there isn't a bathroom around, then you try to hold it longer. There are no 'have to's' when it comes to urinating during pregnancy. good luck