RO Membranes are mainly made up of flap sheets which is having the pores of 0.006 Microns.
these flap sheets are rolled around a core tube, layers are made separate by a separator(A kind of plastic material sheet having pores on it). High pressure water of 150psi to 1800psi are made to inject it through the membranes, resulting a pure water will be discharged through the core tube.

Here are the best recommended RO membranes for domestic use.