Navigate to the course you wish to create the non-graded item in, and click "Edit mode" in the top right to turn editing on 

Scroll to the bottom of the course page and click "Add an activity or resource"

Click "Assignment". This method will work with every Moodle activity, so these steps are applicable across the board. 

Scroll down to the 'Grade' category and click to expand it

Click the drop down next to teh word "Type"

You'll be presented with a couple different options. Select 'None' to not have a grade associated with the activity. Activities created in this manner will NOT have a gradebook entry

How to Create a Non-Graded Item