So, you are talking about the Solovay model and the real numbers. Let's look at $L$, which is an inner model of the universe where $\sf ZFC$ holds. It is the smallest one, and so $L$ is included in the Solovay model.
How come that $\sf ZFC$ holds in it and fails in the Solovay model, and specifically, that $\Bbb R$ can no longer be well-ordered there? Well, we added new reals.
But what is a real number? It can be seen as a subset of $\Bbb N$. If you will, in one coding or another. The natural numbers are not changed between $L$, the Solovay model, and the between "the universe". It's always the same natural numbers.
So, if we take some $x\subseteq\Bbb N$ which is in the Solovay model but not in $L$, and we map each $n\in x$ to itself, how come that $x\notin L$?
Well, exactly the same way. The Solovay model perhaps managed to capture all the real numbers of the universe, but it fails to capture all the subsets of the real numbers. It does catch the Borel sets, and more, and enough of those that we can consider sets of reals which are outside the Solovay model a kind of "irrelevant" in a sense, but they are still example of sets of real numbers which are not in the Solovay model itself.
If this is a problematic concept, ask yourself, if every set must be in the Solovay model, in what sense the Solovay model is different from the "full universe of $\sf ZFC$"? And if they are not, then how can the Axiom of Choice fail in one of those and hold in the other? Indeed, different models of set theory (at least those with the same ordinals) must disagree on the power set operation of some set which lies in both models. Otherwise, they are just equal. So, the Solovay model is simply missing out on the non-measurable sets.
Your next question, then, may very well be, what happened to the Vitali set that $L$ had? Well, the reality is that by adding new real numbers the Vitali set of $L$ is actually countable in the Solovay model. But more generally, we can very well add new real numbers—even without changing the cardinality involved—and turn a set of reals into a null set.
So the sets that existed in $L$ that were not measurable are null in the Solovay model; the sets that exist "in the universe" and are not measurable are simply not inside the Solovay model. So there is no real problem.