My husband just stopped taking actos (pioglitazone) for diabetes because his bladder is hurting. He asked our dr to screen for cancer. Dr said doesn't know how?

Screen for cancer. Not sure that bladder pain is usually first sign of bladder cancer. Perhaps doctor feels that other things are more likely. If starting Actos (pioglitazone) started pain and stopping it ended it, not sure how cancer fits it. It sounds like your husband is frustrated with the pain and dissatisfied with the workup. Any bladder pain may start with urinalysis, maybe sending urine sample for cytology or other testing.
Bladder pain. It is very unlikely that your husband's bladder pain has anything to do with actos (pioglitazone). Perhaps his bladder pain should be evaluated as a seperate issue by a urologist.
Bladder cancer. Actos (pioglitazone) has been implicated in causing bladder cancer. The incidence is very low. The risk is higher in smokers. The typical presenting symptom of bladder cancer is painless bloody urine. Bladder cancer does not cause pain in most cases. A referral to a urologist would be appropriate if your pain continues.