Why I always faint out when I heard something bad or have heavy pain in my body. And my urine pass out during faint?

Vasovagal syncope. What you are describing is called "vasovagal" syncope and is usually a benign condition - that is not associated with a bad outcome. However it can be quite troubling as you can injure yourself or others from a fall or if it occurs while you are operating a motor vehicle or heavy machinery- in addition to causing some degree of personal embarrassment. There is no treatment other than avoidance.