It does take time for these exercises to work, so try not to worry if you don’t see results soon. Pelvic floor exercises are also effective in strengthening the pelvic floor muscles and can help you use them more effectively when urinating. You can read how to do these here.
Have you heard of bladder catheters? These are tubes made out of latex or silicone that are put into your bladder to drain urine out. If your exercises don’t work or the incontinence gets worse, this could be an option for you instead of surgery. Alternative, you can self-catheterize; this may be something you’d want to talk to your Doctor about.
Has your Doctor spoken to you about options of surgery as a last resort?