They test for sugars and protein in your urine.
To make sure you dont have a bladder infection or anything like that
To check for bladder and yeast infections, also sometimes you may have blood in your urine but it is such a small amount the only way they can tell is testing it. They also do drug screens when they do this (at least where I live) so that if a woman is abusing drugs while pregnant CPS can step in and the child can get the care it needs being born with an addiction.