Hi,
You can create a mass action via the menu System>Mass actions.
There, you can use the type "user" and the filter "have / don't have", with the "don't have" mode with either the "order" or "order status" submode.
You can also use an action "export CSV file" with the columns you want to get a CSV file of the data when using the "process" button at the top. Then, you can open the CSV with Excel to visualize the data.
Note that in the "limitations" area, it is limited to 500 elements by default. You'll want to increase it if you have more than 500 users without an order. However, the more you have users, and the more you increase that limitation, the more you might hit the resources limits of your hosting. If you have 100 000 users without an order, trying to export them all like this will be difficult as it will likely hit the limits of your hosting.