In artificial NN the CPU has a control unit which takes care of controlling the NN. Is there any such unit in the brain which controls the functions of the brain?
Although we use it often, the computer/brain analogy doesn't really hold up very well. But very roughly speaking, you could think of the brain stem as the control unit of the brain. The brain stem is very old evolutionarily speaking, and is vital for many operations critical to life, including control of alertness and arousal, breathing, heart rate, and other autonomic functions.
Although no higher order cognitive processing occurs in the brainstem, if the brainstem were to be removed from a person, the person would die immediately. In contrast, while higher order thought takes places in the brains cerebral cortex, you could completely dissect out the cerebral cortex and a person would survive (but they would be brain dead, i.e., have no consciousness or ability to think).
For more on the brainstem, see this Wikipedia article: