Hello abdulw,
Im assuming that your focus keyword is Wedding gift Dubai.
Yes, it's always good to have the keyword in the URL and some times better if it is exact match.
I'd avoid the caps and (for readable purposes) try to loose the .html, looking like this:
http://thegiftlinks.com/personalized-wedding-glass/wedding-gift-dubai
Another optimization that you should do is to include that focus keyword in the H1 tag. Right now your H1 is Personalized Wedding Glass, i've added an image showing your heading tags distribution. That is also not right, the hierarchy should be complete and looks like some of those are buttons without any information at all.
Hope I've helped.
Best luck.
GR.