Proper pronunciation in the Urdu language is important for a number of reasons. You want to be able to sound like a native speaker, and you want others to be able to understand your words. Just as grammar is important, proper Urdu pronunciation is vital to knowing the language. It also helps you when you are listening to speakers of the language, because you will be able to pick out the individual words they are saying, so you can process the meaning of their sentence more quickly. Because native speakers speak very quickly, understanding pronunciation will improve your grasp of what is happening with speakers around you.
An interesting thing about Urdu is that you write what you speak using the Nastaliq script because it is highly phonetic. This means you can easily learn the pronunciation of unknown words just from their written structure.
There are many consonants with the same pronunciation as English, though differences exist. On the other hand, vowels in Urdu are different from those in English and in general, Urdu has more vowels and consonants than English. The vowels bear some similarity to Hindi vowels, but in most cases are different.
Many languages have special sounds or special consonants and, in some cases, vowels to represent foreign language loanwords. But in Urdu, there are no special words or symbols designed specifically to represent the foreign words. The consonants and vowels of the Urdu language are rich enough to represent all the foreign words and sounds and hence, unlike Hindi, there are no special letters for foreign languages.