Why do the UN have permanent members of the UN?

This question is not clear. Depending on how you view it, every member is permanent, since they do not have to renew their membership, or none are, since they can withdraw whenever they want.

I wonder whether you meant "why are some members of the UN Security Council permanent". The answer to that is historical - the 5 permanent members (China, France, Russia, the UK and the US) were on the winning side of the 2nd world war, and decided that they would hold permanent seats on the council. The remaining UN countries elect the other 10 members of the council for 2 years each.