Both humans and monkeys have this. A VERY long time ago Humans had very small "strings" of skin. This skin has evolved over time and now there is a bone left. Monkeys are technically un-evolved humans. Good thing they stuck around.
The answer is ultrafiltration. This is helped by the hydrostatic pressure and blood pressure in afferent renal arteriole. Molecules such as water, glucose, urea, sodium chloride, amino acids pass through the semipermeable membrane of the dense capillary network of the glomerulus to form glomerular filtrate. Some of these molecules are later reabsorbed in the renal tubules.