Thrush is a fungal infection usually in the vagina or groin area. It's common when taking ab as all the "good" bacteria down ther get killed off leaving room for a fungal infection to take over. Itching and burning are common. the discharge associated with thrush is kinda like cottage cheese, a bit lumpy or it can be quite dry.
A UTI is a urinary tract infection caused by bacteria. It's often called "honey moon disease" as it can result after lots of sex for example. Sometimes you can flush out the bacteria with lots of water but usually you'll need a course of ab to fix it. If you have a fever and burning when you do a pee and feeling like you need to pee all the time and only managing a dribble or nothing at all it's most likely to be a UTI.
I think what you have is thrush. You can get over the counter treatments for it. There is a good one canesten make which has internal pessary with a cream to soothe the outside itching.
If you are in doubt or worried, it's worth getting your GP to check it out for you.