The ER is a place where you should go for treating life threatening emergencies but Urgent Care should be used for treating things that are not life threatening but require immediate care.
The ER costs more money to treat injuries and other ailments while the Urgent Care center is cheaper and will offer payment plans to help a person pay for the treatment.
If your injury or sickness is life threatening then you should visit the emergency room but if the injury or sickness is not life threatening then you should go to Urgent care instead.