Orgasms!!

Okay so I've never had intercourse. However I've masturbated and been fingered before. Im just not so sure how an orgasm works, i know its when you reach the climax point and start having all these sensations (kind of like fireworks?). But when a woman "comes" does it also mean that she will ejaculate a fluid from her vagina? When i masturbate i reach this point where it all feels good my legs get a little shaky and then stiff, but then i also get this feeling like i really gotta pee, so i stop because i dont know if that's a normal sensation or if i actually have to pee, so someone please explain how it works 😭 i wanna know so that whenever i do have intercourse im sure that I'm at climax and about to orgasm and just release instead of overthinking and then losing that sensation :(