It has a spinal cord, but no distinct brain. Its need for thinkin’-smarts is probably pretty minimal, but it does demonstrate that the brain is not necessarily the required organ that people generally expect. Alien biology that is otherwise similar to terrestrial might develop advanced beings that have their brains distributed throughout their bodies, or contained within skeletal elements such as a thickened spinal column, or something else. Seems to me that a distinct brain, in a nicely compact roughly spherical form, would be the design most capable of fast and efficient thinking… but who says that thinking as fast as we do on Earth is necessary everywhere?
See photos of this rather primitive critter here: