Are there any vaginal exercises I can do to help with an overactive bladder?

Biofeedback, Kegels. Vaginal exercises are more likely to benefit stress incontinence but may help a little with urge incontinence or overactive bladder.
Kegels. Squeeze the muscles as if u were squeezing the doctors speculum or holding in gas you can also go for pelvic floor therapy. Distraction techniques and avoiding caffiene and water pills are also helpful.