To query on these constituents: 
  1. Go to Analysis > Information Library
  2. Click Add an ad-hoc query
  3. Choose a Source View of Constituents (in case you need to do a mailing)
  4. In the far left box and expand Member, then Membership 
  5. In the center box drag Membership Program to the upper right box
  6. Set this criteria to Is Blank
This will output all constituents without a membership. To output mailing information, you can use the Address(Primary) node to output fields such as: Address, City, State, Zip and use I need to include one email address or one phone number in query output to get their email and phone number. Your finished query may look similar to this: 

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