Which one of the following groups does not orbit the sun

Natural satellites, or the moons.

These group of heavenly bodies only revolve or orbit around planets. They are planet-like globes that was clusters or excess during a certain planet’s formation. For instance, plants like earth has 1 moon, Jupiter has 67 moons and etc. Futher, planets on the other hand, are the ones that revolve under this massive hot ball of thermal energy at the centre. In many cases, asteroids also actually revolve under the sun, known as the asteroid belt, this is beyond the planet Mars.