Most urgent care centers are equipped with the same medical equipment as a regular emergency room is and can usually do things such as giving patients shots, medications, IVs, and treatment plans as well.
They should also have MRIs, CAT scans etc but if your urgent care center doesn't have an MRI machine or the equipment to do the needed tests then they will usually refer you to another hospital to have the MRI or any other tests done.
The urgent care centers I've been too though have done MRI's so there was no need to go to a different hospital since the urgent care center was able to do the tests there.
Urgent care will be cheaper than going to the emergency room when it's not a really bad emergency but if your injury or illness is severe enough then you should go to the emergency room where they can better treat you.