I live in Europe and sometimes I use urinals, I am getting better at praying and getting to know my religion better. As the bathroom was full I had to use the urinal. My question is if one can simply change clothes and do Wudu to pray or a bath is compulsory?
As you are the user who asked Which things break the wudu? you should know that in the described case ghusl is out of question unless you have not quoted all necessary information. That's why I tried to clarify the question.
As for najassa the main rule is that little of najassa (ritual impurity) doesn't harm however scholars may differ on what a little may exactly mean in some cases with different opinion on different "najis" (ritually impure) items (see for example Pus from a small pimple).
Among the conditions for the validity of a prayer there are two related to taharah (ritual purity) the taharah of yourself and that of the location or space used for the prayer. So you need to have both tahir (ritually pure or clean) by taking away the najassa (color, odor, taste) the best you can.
Of course changing the clothes on which the urine might have came in contact with maybe the safest option. And wudu' will be necessary based on the answers of your former question which I've linked above.
Note that the sunnah taught us that there's no harm in urinating in a standing position:
Once the Prophet (ﷺ) went to the dumps of some people and passed urine while standing. He then asked for water and so I brought it to him and he performed ablution. (Sahih al-Bukhari and in other hadith compilations and with an addition in Sahih Muslim)
The hadith actually doesn't mention that the prophet () cleaned his clothes afterwards! But scholars say and interpreted it that he () had certainty that the najassa wouldn't "fall" on him this means big drops or a jet of urine. So usual negligible splashes don't count as najassa in this case nor does the drop coming out of the genital after istinja' (according this Fatwa in Arabic islamweb #3490).
This hadith however (it is mentioned in all major hadith collections) is rather an exception as the prophet () usually used to urinate while sitting or squatting as mentioned on the authority of 'Aishah in Jami' at-Tirmidhi (see here) and Musnad Ahmad. Imam an-Nawawi in his commentary of Sahih Muslim added that the hadith of 'Aishah is the strongest evidence on the preference on urinating in a squatting position while most other ahadith on this are weak.
You may also find this fatwa on islamqa #9790 helpful.
This fatwa -in Arabic- on islamweb #198211 after explaining that urinating while standing without necessity is rather makrooh (frowned upon) by the majority of scholars comes to the conclusion that urinating in a urinal doesn't necessary mean that your clothes will be najis (ritually impure).
As‘salaamu alaikum, brother.
As far as I know the only thing that NECESSITATES ghusl (bathing) is sexual intercourse or ejaculation even without intercourse (as sometimes happens from a wet dream).
I understand your concern about splashing urine on yourself while at the urinal. Urine is najasat (a filthy substance) that a conscientious muslim does not want getting on his skin, nor his clothes. Still, getting najasat on you does not require ghusl to rectify.
You need only wash the part of your body that the najasat fell on, and/or the garment too. @medi1saif said that “a little” najasat doesn‘t matter. I would still wash the garment, or change out of it into something that I felt confident was clean.
I hope this helped you