If one of your employees is pulling through for payroll, you can create a new payroll titled Do not export then you can move the employee to that payroll.
You can create a new payroll, if you follow the below steps:
Click Configuration then click Settings.
Expand Module Settings then expand Payroll Settings.
Click Payroll then click Add Payroll.
Add the description Do Not Export.
Add the company and select Pay Frequency to be None.
Click Save.
