Step 1: Understand the question regarding excretory organs.
The question asks to identify the animal among the given options that uses antennal glands as its excretory organ. Excretory organs are responsible for removing metabolic waste products and maintaining osmotic balance in an organism.
Step 2: Review the excretory organs of the animals listed in the options.
(A) Cockroach: Cockroaches belong to the class Insecta (Phylum Arthropoda). The primary excretory and osmoregulatory organs in insects are Malpighian tubules.
(B) Planaria: Planaria are flatworms belonging to the Phylum Platyhelminthes. Their excretory system consists of simple tubular structures called protonephridia, which contain specialized ciliated cells known as flame cells.
(C) Prawn crustacean: Prawns are crustaceans (Phylum Arthropoda, Subphylum Crustacea). Many crustaceans, including prawns, lobsters, and crabs, possess a pair of specialized excretory organs called antennal glands (also known as green glands) located at the base of their antennae. These glands filter blood and excrete waste products.
(D) cephalochordata: Cephalochordates (e.g., \textit{Branchiostoma} or Amphioxus) are primitive chordates. Their excretory system is composed of segmentally arranged protonephridia with solenocytes.
Step 3: Identify the animal that uses antennal glands for excretion.
Based on the analysis in Step 2, the antennal glands are characteristic excretory organs of crustaceans. Among the given options, the prawn is a crustacean.