Those animals don't have a "brain" in the way that you would think of one, but instead have a nervous system that can still hand out orders to the rest of the body. These nerves receive information from the various senses they have and react accordingly to the animals need to survive.

Its sort of like our brains except its in its most primal form.

As far as evolving from simple organisms, over time the animals DNA mutates to give the organism's offspring new parts or functions that increase its ability to survive and reproduce.

Its based off of a need to survive, and basically what you need to best live. Of course the process takes alot of time, but we can observe this process in short lived specimens like insects. We see them evolving to become immune to pesticides, which is why we create deadlier versions every year.

As well as bacteria mutating to become immune to our medicines, which is why the "common cold" is still around despite medical advances.

I hope i'm explaining all this right, its been a couple years since biology XD

I just accidentally closed this window with my whole response...so I'm just gonna summarize what I had.

Bacteria and other single celled organisms don't need nervous systems because they function based on chemical interactions between the proteins, etc. within the cell.

Insects, grasshoppers, crabs, worms (I think, it's been a while) all have ganglia, which act like primitive brains.

Jellyfish and other cnidarians have nerve nets (look it up on wikipedia). Basically, it sends a message throughout the whole organism from a point.

Trees and plants rely on hormones to distribute messages. For example, if light hits a certain side of a stem on a non-woody plant, but not the other of the stem, then that side will produce more of a hormone called auxin than the other. Auxin causes the stem to elongate faster, so one part grows faster than the other and the plant grows toward the light (might be a little incorrect there (the side that gets hit with more light may produce less auxin, which makes more sense but goes against what I remember), but the basic point still stands).

Here's a decent example of evolution from simple to complex organisms. Wiki should also have a good article on animal evolution, as well (creationists often contest animal evolution much more, anyway, but I'm most familiar with plant evolution because we covered it a few months ago).
http://en.wikipedia.org/wiki/Evolutionary_history_of_plants

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face the wrath of my lack of a brain