First step to get Urxvt work is to merge it, so let's do it.
root # emerge -av rxvt-unicode
Most likely, you will want to enable xft' use flag so that you can use extra fonts (such as Inconsolata, a pretty good font for terminals). You might also want to enable 256-color use flag to get a larger color range.
It is very likely that when you will launch Urxvt for the first time, you will want to make some customizations so that your terminal doesn't look ugly. So we will go into it. If it does not exist, create a file
You may be used to handle your terminal configuration in
~/.Xdefaults which is generally loaded by default.However, this method is deprectated.