Non-members register for events via the Events page. The link for the events page can be found under Admin > Settings (in the Navigation setting).
As non-members register for events, they will appear under the Event / Category name on the Members page (as well as in the Payment Reports if there is a cost to the event).
Non-members have their names highlighted in red to denote their Non-member status. This Non-member status means they will be excluded from any emails sent to the master membership list.
You can change the status of Non-members to Members by clicking in to their record and selecting 'Member' from the status dropdown.
If a Non-member registers for another event the system will merge these records together in their account.