Something such as this should work for you:
select SMS_R_System.Name, SMS_R_System.SMSAssignedSites, SMS_R_System.IPAddresses, SMS_R_System.IPSubnets, SMS_R_System.OperatingSystemNameandVersion, SMS_R_System.ResourceDomainORWorkgroup, SMS_R_System.LastLogonUserDomain, SMS_R_System.LastLogonUserName, SMS_R_System.SMSUniqueIdentifier, SMS_R_System.ResourceId, SMS_R_System.ResourceType, SMS_R_System.NetbiosName from SMS_R_System left join SMS_G_System_CDROM on SMS_G_System_CDROM.ResourceID = SMS_R_System.ResourceId where SMS_R_System.Client = 1 and SMS_G_System_CDROM.ResourceID is NULL
What makes this query select what you want are the criteria SMS_G_System_CDROM.ResourceID is NULL and the left join from SMS_R_System left join SMS_G_System_CDROM on SMS_G_System_CDROM.ResourceID = SMS_R_System.ResourceId .
You can paste the query in directly after pressing Show Query Language button during query creation/editing. Of course, you can add and remove fields as necessary.