Nephrons, which contain loops of henle, are the filtering structures in the kidney.
nephron
The main filtration structure of the urinary system is the nephron, which is found in the kidneys. Each nephron consists of a renal corpuscle (glomerulus and Bowman's capsule) where blood is filtered, and a renal tubule where reabsorption and secretion of substances takes place. The nephrons work together to filter waste products from the blood and regulate the balance of water and electrolytes in the body.
From the blood via filtration in the kidneys
urethra
The Urethra
No, the urinary bladder and gallbladder are not the same structure. The urinary bladder is a hollow organ that stores urine produced by the kidneys, while the gallbladder is a small organ that stores bile produced by the liver.
The kidneys
The urethra.
The bladder holds the urine 
Ureter
The structures that are retroperitoneal in a cat's urinary system are the kidneys, the ureters, and the urinary bladder. Retroperitoneal means that these structures can be found behind the peritoneum.
The Bowman's capsule is part of the urinary system, specifically within the structure of the nephron in the kidneys. It is a cup-like sac at the beginning of the tubular component of a nephron and plays a crucial role in the process of filtration of blood to form urine.