Navigation based task-oriented dialogue systems provide users with a natural way of communicating with maps and navigation software. Natural language understanding (NLU) is the first step for a task-oriented dialogue system. It extracts the important entities (slot tagging) from the user's utterance and determines the user's objective (intent determination). Word embeddings are the distributed representations of the input sentence, and encompass the sentence's semantic and syntactic representations. We created the word embeddings using different methods like FastText, ELMO, BERT and XLNET; and studied their effect on the natural language understanding output. Experiments are performed on the Roman Urdu navigation utterances dataset. The results show that for the intent determination task XLNET based word embeddings outperform other methods; while for the task of slot tagging FastText and XLNET based word embeddings have much better accuracy in comparison to other approaches.