Well... take my opinion with a grain of salt, because I am a male. I can only speak for my understanding of a woman.
There is a difference between an orgasm & Female Ejaculation. They can both happen simultaneously... one can trigger the other, but they are two separate things.
You can have an orgasm without ejaculation. And you will KNOW when you have one. They're kinda hard to miss.
Women all experience different types. Some from clitoral stimulation, some from g-spot (vaginal) stimulation, some from anal stimulation, breasts, neck, intercourse, oral sex, masturbation... the list goes on. Some women have orgasms just from THINKING about sex... with no physical stimulation whatsoever. Some (sadly) never experience it, or don't until later in life.
Talk to your partner about it. Let him know that you "think" you're getting close at times and want to try "letting go" the next time, but say that you are unsure what's going to happen and that you want to experiment with him. Get him involved. Let him know that although people "tell" you it's not "pee"... you're still self-conscious about it and would like his support in figuring it out.
Take a trash-bag and cut it's side & bottom to make a large plastic sheet place a large towel over that and place it under the bed-sheet. The towel acts as an absorbant and muffles the sound of the plastic bag a little. The towel & sheet can go right into the wash after and the mattress won't be soaked.
I actually made a purchase online of two large waterproof "sheets" for this purpose. When we know we're gonna fool-around, we "Get the sheet" and it's actually a 3" x 5" latex-rubber sheet with a felt-like surface on both sides, so it traps ALL liquids.
We can have our "good time" and when done, we fold the sheet, edges inward, and it goes to the wash. Bed linens and mattress are dry as a bone. I wish I had a link for you.
They are basically sheets used for incontinence (loss of bladder control) for the young or elderly. Some medical supply stores may carry them.
Good luck & have fun.