A trickle of urine is constantly passing from the kidneys, where it is produced, to the bladder down the ureters (thin tubes of muscle that carry urine from the kidneys to the bladder).
The bladder is a hollow, balloon-shaped muscle (also known as the detrusor muscle) that is responsible for storing urine until you find an appropriate time and place to urinate. It swells into a round shape when it is full and gets smaller as it empties. A healthy bladder can hold up to 300 - 500ml of urine comfortably. The urethra is the tube that allows urine to pass from the bladder out of the body.