How can I locate members without a membership

Reports-->Memberships-->Unattached Memberships

Choose one of the pre-defined queries 

or chose Custom Query

Member Status = Active 

change Created Date < today's date

This will return a list of active member's that do not have a membership in your system.

Results will contain Member, Created Date, Status and Added By 

The ability to purchase a membership or view member details is also available.