Definitely, but it depends whether the region speaks Urdu or not. And this can be verified by the SB Pic. For example, even if Ajmer is in Rajasthan, we all know that it's a holy place for Muslims, and SB Pic of Ajmer indeed has Urdu name. In this case, you can write Urdu as regional name. But this is not for everywhere. Bilaspur is in Chhattisgarh, but it's SB Pic doesn't have Urdu, so here you should not write Urdu. Here you should leave that box blank. I hope, I am clear Sir. :)