I don't have a diesel, so I can't comment on what mine does, but I'm very familiar with the process.

There is a DPF (Diesel Particulate Filter) in the exhaust. It's usually in the muffler. The role of the DPF is to filter the black soot out of the exhaust Soot is created by unburned fuel which occurs mostly at low engine loads....like idling. So if you do a lot of idling, like city driving, you are going to produce a lot of soot which is going to collect in the DPF. When the backpressure gets high enough, the engine will change it's mapping to raise exhaust temps to burn the soot in the DPF and convert it to ash (in some cases, fuel may be injected into the DPF itself to burn it off, I'm not sure how BMW's system works).

If you are doing a lot of idling and city driving, you might be building up more soot, and requiring more frequent "regeneration" or burn-off of the soot in the DPF. If the engine gets put under a heavy load fairly frequently, that alone will keep the temps up and keep the DPF clean.

The urea tank is part of a catalytic process that reduces NOx emmisions. That's the other part of the Tier 4 emissions reduction.