A bladder is a bit like anything that holds liquid, it can only hold so much before it's too full and it starts to overflow. If your bladder can't tell when it's getting close to full, it will keeping filling and eventually it will overflow, causing you to leak urine. This is 'overflow incontinence'.
Sometimes, there might also be something in the way, stopping the urine from coming out when you want it to (like when you're on the loo), so it leaks out later. This is called 'obstruction incontinence'.
Both of these types of incontinence may require specialist help, and if left untreated, can cause kidney problems.