"urge on" is more specific. It means to urge someone to continue doing something they are already doing, or to do it to a greater extent. "urge" by itself just means "encourage" or "advocate." You can urge caution or a change of plans. You cannot "urge on" those things.

Tyleen* sorry

Hmm thanks a lot Tyeleen! for clarify my doubt! :DD

Urge on can be considered an encouragement. If someone is running, and they don't want to continue, I can urge them on. So, motivate them to continue doing it. If I have an urge, it's like I feel that I need to do something. I have an urge to go running. I want to go running. I desire to go running. Hope this helps :)