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 , 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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