Step 1: Understanding the Concept:
Bromine water is decolourised when bromine adds across a carbon-carbon double or triple bond. This is the standard test for unsaturation.
Step 2: Check each compound:
Ethene has a C=C and adds \(\text{Br}_2\) readily. Ethyne has a triple bond and adds \(\text{Br}_2\). Cyclohexene has a C=C in the ring and adds \(\text{Br}_2\).
Step 3: Check benzene:
Benzene has delocalised pi electrons that make it unusually stable (aromatic stabilisation). It does not undergo addition with bromine water under ordinary conditions, so the orange-brown colour remains.
Step 4: Conclusion:
Benzene does not decolourise bromine water.
Final Answer:
Benzene does not decolourise bromine water.
\[ \boxed{\text{(C) }\text{Benzene}} \]