Has your friend taken the time to look up what the urethra actually is?
"Urethra: The transport tube leading from the bladder to discharge urine outside the body."
The urethra is a small narrow tube. It's not even possible to stick your fingers up there. Think about it. That would be like someone trying to stick their fingers through your urethra, which is the small opening in the penis where urine and semen comes out. Would you find that fun or pleasurable?
A woman's urethra is even shorter than a man's. That's why women are so much more prone to Urinary Tract Infections because bacteria can travel so much easier through a shorter urethra than a longer one. Human hands carry so much bacteria on them, that if he did manage by some miracle to get his finger in that tiny tube, the girl would probably end up in the hospital with serious damage to the tube.
Unless he used a catheter, I don't think your friend was telling the truth.
So, the next time your friend decides to tell some lies about his sexual prowess, tell him to check his facts---that way his story would be somewhat believable.