One of Lightroom's great features is the ability to put images into collections. An image can appear in several collections so you can build groups of images that make sense to you. If you click on a collection name you can see and select all the images in that collection and create a web gallery or prints.
But what do you do if you have a large number of images and you need to find out which ones are not in a collection? Here is a step-by-step way to select all your non-collected images.
While in the Library module, open your Collections panel on the left.
Now click on the first collections in the list to highlight it.
While holding down the shift key click on the last collection in the list. You should now have all your collections selected and all the images in them appear in the grid.
To select all these images either press Control-A (Command-A on the Mac) or go up to the Edit menu and click Select All.
What's that you say? You're right! Now you have all your collected images selected. Here's how we get to our goal of select all images not in a collection.
Go to the Library panel and click on All Photographs.
Now the grid shows all your images with the collected ones selected. To finish off got to the edit menu and click Invert selection.
Viola! Now the grid shows a selection of all your images that are not in any collection!