Welcome to the boards!
Most of us are not vets here, we just share our experiences.
I hate to say this but this sounds like it has the potential to be serious. If this were my cat, the cat would be seeing the vet immediately. It sounds like this cat has been in this same state for at least a few days to a week (you didn't specify but that's what it sounds like).
"He walks slow and when I tried to pick him up he cries in a way where you know it's not normal."
This is a sign of pain for me - where it is, what it is is not known - but a few of the bad possibilities that come quickly to mind are, partial obstruction of some kind, internal injuries, or possibly a urinary problem (blockage, urinary tract infection, crystals) which might explain the urine issues.
I really encourage an immediate vet visit...