Yes, you should definitely see either your
primary care doctor or an
OB GYN doctor. This symptoms sound pretty concerning, and they need to be evaluated so that you can figure out what is going on.
One possibility is that you have a
urinary tract infection. Although you are right that, generally speaking, urinary tract infections cause pain or burning with urination, sometimes they may just cause a bad odor and dark, concentrated urine. Also the urge to urinate more frequently than usual is a common sign of a urinary tract infection. Your doctor will be able to perform some simple urine tests to see if this is a urine infection. If it is, it should be easy to treat with basic antibiotics, which your doctor can also prescribe for you.
Additionally, if you are sexually active, it will be important to exclude the possibility that this is a sexually transmitted infection. Once again, your doctor will be able to do this for you with a close examination and some basic laboratory tests. If you do have a sexually transmitted infection, this also is generally easy to treat with prescription medications.
Please schedule an appointment as soon as possible!