Step 1 - Understanding intermolecular forces
In a glass of water, there are over 10^26 molecules of water. They are not kept together by chemical bonds, which only occurs within a molecule. They are kept together by an intermolecular force.
Intermolecular forces are electrical-natured interactions that occur between two molecules. The intensity of such interactions, as well as its specific nature, depends on whether the molecule is polar or nonpolar. A good yet limited rule of thumb is:
Polar molecules will interact together. Nonpolar molecules will also interact together. As a consequence, polar dissolves polar; nonpolar dissolves nonpolar.
Step 2 - Discovering the polarity of the unknow liquid
Since water is a polar molecule (the oxygen is the negative pole, while the hydrogen atoms are the positive pole), it will dissolve other polar substances. Benzene, on the other hand, is a higly nonpolar hydrocarbon, which thus can't dissolve polar substances properly.
The unknown liquid is soluble in water, but insoluble in benzene, i.e., soluble in a polar solvent and unsoluble in a nonpolar one. This means it is a polar substance, which, therefore, interacts via polar intermolecular forces.