They sit down or squat and pee in the direction that their pee hole points - usually down. They don't have the luxury of a flexible hose they can aim. Why don't you ask one of those strange members of the opposite sex to show you how they do it?
I can reccomend HUNDREDS of kinky short videos on the web that would show you exactly how women urinate. If you're game, go to http://video.yahoo.com/, turn off the "safe search" filter, and type in the word "pee." You'll have literally HOURS of educational video on the subject.
