Concept:
Bile pigments are mainly bilirubin and its related compounds. Their presence in urine usually indicates liver or biliary tract disorders. Different urine tests are used to identify different abnormal constituents.
Step 1: Understanding bile pigments.
Bile pigments are formed from the breakdown of haemoglobin. Bilirubin is one of the most important bile pigments.
Step 2: Test used for bile pigments.
Fouchet's test is a confirmatory test for bile pigments in urine. In this test, bilirubin is oxidized to biliverdin, which gives a green colour.
Step 3: Checking other options.
Hay's test is used for bile salts.
Benedict's test is used for reducing sugars such as glucose.
Rothera's test is used for ketone bodies.
Therefore, these tests are not confirmatory tests for bile pigments.
Step 4: Final answer.
Thus, the confirmatory test for bile pigments in urine is Fouchet's test.
\[
\boxed{\text{Fouchet's test}}
\]