Ask Ask Ask. You need to know What is being done and Why; and then You need to be able to make a choice whether to comply; even if that means saying "I need to think about this first."
But, having said that I was blindsided once by a urine test at work; I did it because it wasn't "a problem" for me BUT, it really IS a problem for me; I truly believe it is an invasion of privacy, and I know damn well the only substance that is likely to show after a day or three is marijuana; so you can be a drunk, coke-head, or just behaviorally incapable of doing a job and pass a urine screen; I also learned, on that job, when the "pee test" responsibility was given to me that they were also testing for SSRIs and other prescription drugs that are Not considered drugs of abuse. So, now I just say no to testing. It cost me once but I just don't feel okay about myself letting people invade my privacy just because it has become the thing to do.