Does trying to hold my pee longer make my bladder stronger?

No. It is not advised to hold your urine. Age, bladder muscles, its size, and presence of prolapse all can count. Pelvic exercises are very helpful. You need to talk to your doctor to rule out any medical problems.
No. How long you are able to go without passing urine is a function of the size of the bladder and the strength of the sphincter. Avoiding urination can cause dilation of the bladder and can lead to bladder or kidney infections. Your bladder is a muscle but when it is stretched with too much urine it actually is weaker and contracts less efficiently when you do go to urinate.