In my state urodynamics would be the realm of the doctors not the PT. Also, if she's already been referred for PT they're likely going to try that first. At least that's been my experience.
I've been there, but keep in mind that I'm the model with only one lower access port, so your evaluation and treatment will likely be slightly different.
First, do keep in mind that PTs know that this is personal and a bit embarrassing, and they will do their best to make you feel comfortable. The first appointment will likely start off with an interview about your symptoms while you're still clothed. If they're minor or if the PT senses that you're uncomfortable they may start off trying you out with stretching exercises to try and get things loosened up from the outside.
If they're going for the full eval (I'd say go ahead and do it based on my experience) they'll likely have you pull your pants and underwear off and get in a gown. Mine used pillows and drapes to keep me comfortable and had me lie on my side with my leg up and my buttocks over near the edge of the table. This will take a while if it's done right, because they need to feel as many of the pelvic floor muscles as they can.
I'm a guy, so my PT got access through my rectum. He was nice and slow for the initial penetration, and had me do a relaxation exercise so it was more comfortable. I have heard that for women PTs usually access via the vagina, but I suppose if you have a preference you could make it known.
Expect to be there for a good 10-20 minutes while they evaluate the muscles. They need to poke in every direction, and if you are tight it will be uncomfortable, especially when your PT gets to where the muscle tightness is being worked out. It's basically a deep tissue massage on your insides.
You'll have stretching exercises at home, and probably have several sessions. as things loosen up the discomfort goes down. You'll probably also start to become more aware of the state of your pelvic floor, which helps.
Any other questions?