Multi cellular organisms have brain.But what about single celled organisms do they have brain to control the cell's work?If they have something what that part called?You can say that the nucleolus do that work then all cells have nucleolus.Then why multi cellular organisms have brain?
Single cells do not have brains. Plenty of multicellular organisms do not have brains either. Multicellular organisms such as fungi, plants, sponges do not even have nervous systems, and many organisms with nervous systems (like some jellyfish, molluscs, arthropods...) do not have something you could call a brain (I mean, I guess arthropods have a brain in that it's how you call the ganglion they have in the head, but it's not always that much bigger than other ganglia).
Organisms do not actually need a centralized control to function. You can do a lot in a multicellular organism simply with cellular signalling (each cells reacts to its environment in certain ways, sometimes emitting molecules that cause other cells to react in certain ways and so on), and single cells work similarly inside themselves, different parts of the cell "work together" by producing or consuming chemicals that others react to (or other physical processes).
Brains (i.e. a centralization of the nervous system) allow more complex behavior, to coordinate perceptions and actions in more precise and flexible ways.
This Wikipedia article on Chemotaxis for example describes how cells can move along a gradient of a useful or dangerous chemical, and gives some of the molecular mechanisms for this to happen:
Here is an article that seems to describe cell signalling in some detail:
I think you have misconceived what a brain actually means. A brain is an organ, which is very different from the organelles of microorganisms.
Organ: a collection of cells that carry out a specific function. Organelle: a structure enclosed in a membranne that exists in the cytoplasm of a cell.
The brain is a collection of neurons, of sometimes just cells that respond to stimuli. Therefore, a unicellular organism does not have a brain. All they have are organelles.
How do unicellular organisms respond to stimuli then?
On the surface of the cell membrane are proteins (receptors). When a receptor is activated i.e. a molecule binds to it, it will set of a signalling cascade (think of a waterfall, or domino). This cascade which consists of other enzymes will ultimately end with the desired enzyme being activated and it catalyzes a desired reaction.
That is how cells react to stimuli. Strickly speaking, they do not have brains, but they can make decisions, they are forced to make a decision (they cannot make a choice, if a signalling molecule is present it will activate a pathway, it must unless another molecule regulates it).