You can do this as follows. Create a smart collection with criteria ‘Collection does not contain a e i o u y’. Don’t forget the spaces between the letters! That creates a smart collection that shows you those photos that are not in a collection with one of these letters in its name. As every collection will normally have one of these letters in its name (unless you have collections named ‘bnghfjrtk’ or something like that), it will only find photos that are not in any collection at all. Mind you, this only searches for photos in normal collections, you cannot search for photos in smart collections.