some do, some dont and some do some of the time! lol
i use the cake pans from the dollar store they are metal and once they get nasty, i toss them. if i had the money, i would switch to the glass pyrex ones.
i just fill mine with the shavings and hope for the best. usually put it in the corner you find pee.
if you are currently using shavings, you can take a clump that has urine on it and put that in there so they get the hint........if you are using fleece, well its kinda hard to get the sample.
even if they pee in it some of the time, it will elimate some of the odor. i change mine in some cages every day if they really use it and others it stays in there maybe 2 days.