There is a tutorial here to open an urdf in Gazebo. (I don't know if you can have the urdf model in the gazebo list model)
You have two ways to do that :
1) Command line
rosrun gazebo_ros gazebo
rosrun gazebo_ros spawn_model -file `rospack find MYROBOT_description`/urdf/MYROBOT.urdf -urdf -x 0 -y 0 -z 1 -model MYROBOT (you must create a ros package)
2) Launch file
This node to start gazebo :
<launch>
<!-- We resume the logic in empty_world.launch, changing only the name of the world to be launched -->
<include file="$(find gazebo_ros)/launch/empty_world.launch">
<arg name="paused" value="false"/>
<arg name="use_sim_time" value="true"/>
<arg name="gui" value="true"/>
<arg name="headless" value="false"/>
<arg name="debug" value="false"/>
</include>
</launch>
This node to spawn a model :
<node name="spawn_urdf" pkg="gazebo_ros" type="spawn_model" args="-file $(find baxter_description)/urdf/baxter.urdf -urdf -z 1 -model baxter" />