which of the following is part of the central nervous system?

The part of the central nervous system in this kind of question is the brain (and, more generally, the brain and spinal cord together form the CNS).

If the original options were something like “heart, stomach, brain, lungs,” then “brain” is the correct choice because the central nervous system is defined anatomically as the brain plus the spinal cord, while organs like the heart, lungs, and stomach are controlled by the nervous system but are not themselves part of it.