In the A Song of Ice and Fire novels, Urzen's background is the same. He is among the ironborn who raid the Stony Shore and part of the force that captures Winterfell.
As Theon's position becomes hopeless, he tells the ironborn they can leave and join his sister's troops at Deepwood Motte or stay and fight with him against the Northmen, who will arrive soon to retake Winterfell. Urzen is among those who choose to leave. He is not mentioned in the books afterwards.