The probe to your right is inserted into the urethra of the female cat. This is a different arrangement than is found in humans where the urethra and vagina exit at separate points. In the cat the vagina and urethra join to form the vestibule, a common urogenital sinus.
The urethra of the male may be observed both cranial and caudal to the prostate. In the above pictures the probe is pointing at the prostate.