The first step in urine formation is the filtration of blood, which is carried out by the glomerulus and is called glomerular filtration.
The epithelial cells of Bowman's capsule are specialised and are called podocytes which are arranged in an intricate manner so as to leave some minute spaces called filtration slits or slit pores. Blood is filtered finely through these membranes. Due to its large size, protein can't be filtered through the filtration slits. So they are absent in glomerular filtrate.