Did the other organs all move together into their location, how did the brain get left out?
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It’s an evolutionary answer – the bodies of most animals are essentially a tube with a mouth and an anus. Many early animals were pretty much just this (think of a flat worm) – primitive eyes, olfaction etc developed at the entry end because that’s where they’d be most useful for hunting, movement and so on.
As the sensory systems became more developed they required more processing power to make sense of the information they were gathering, forming more and more complex clusters of neurons. Eventually a group of animals called the craniates diverged, wrapping these neuronal clusters in protective layers of tissue and eventually bone, forming early skulls with jaws, eye sockets etc. It’s evolutionary advantageous to have the sensory organs and processing close together, so this set up was pretty stable.
Because evolution can’t go back and start again between generations, only tinker with what exists, the basic body plan of almost all animal life, with the sensory organs mostly clustered in one place, became set pretty early on, which is why virtually every animal has that basic set up with its brain separate from its body.
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