What is "Down Under" supposed to look like?

I recently read a joke online that said "when women think they pee from their vagina or clit". Both my best friend and I got into a conversation about this... Both of our clits have holes on them. I don't know if that's the urethra or not, I don't feel around while peeing, but is that weird?!? Am I a mutant or just have an odd thing? Or is this completely normal and we psyched ourselves out?