Hello! Your answer is the nephron.
The nephron is the functional unit of the kidney. There are about one million in each kidney. The nephron has multiple parts, but here's a brief description. The glomerulus is a cluster of nerves/blood vessels/spores, where all waste gets filtered. The rest of the nephron is one long tube. There are multiple parts in this. The loop of henle is where water and salts are reabsorbed. The proximal tubule is where most bulk reabsorption happens. There are many more aspects to the nephron, but these are a few of the more important ones.
The ureter is incorrect, as its function is to bring waste products from the kidneys to the bladder for removal. The urethra is incorrect, as its function is to bring waste products from the bladder and remove them from the body. The alveoli are in the lungs, and have nothing to do with the kidney. (in general, however they can be more broad)
Hope this helps!