Sex and Wet

My question is, how do you actually get wet? I see and hear that when girls are turned on they get wet, but what is wet? Is it pee? Is it just water? Because I’ve gotten turned on by someone before but the liquid I feel just seems like pee that I’m holding until I go release it. Is that wet? What if you have sex and u feel like ur goin to pee? What’s the difference of the feeling like your going to cum or the feeling like your going to pee?