Thank you for your query.
is a progesterone
Apart from its uses in early pregnancy
for pregnancy support, it is sometimes prescribed as a tocolytic
That is a drug that helps to prevent preterm labour pains.
If you have no contractions, I fail to see the indication of taking it.
You need to treat your UTI obviously as that can lead to preterm labour.
Consult your obstetrician again with this information and find out why exactly it was prescribed.