I am experiencing sudden urge to urinate, cough (worsened by: lying flat) (quality: no phlegm or mucus) and cloudy urine (quality: strong odor). The following also describe me: Pain with urination, Urinary hesitancy, and Frequent urination. What should

Need to examine. It is not feasible to provide a meaningful opinion without taking additional history, physical examination and may be some tests. It would be prudent to see your doctor.
Wish you good health! - Have a diet rich in fresh vegetables, fruits, whole grains, milk and milk products, nuts, beans, legumes, lentils and small amounts of lean meats. Avoid saturated fats. Drink enough water daily, so that your urine is mostly colorless. Exercise at least 150 minutes/week and increase the intensity of exercise gradually. Do not use tobacco, alcohol, weed or street drugs in any form.
Practice safe sex, if you have sex.