Purpose: Create a Device Collection which gathers workstations without SCCM client

In an SCCM controlled environment, a system without SCCM client is malfunctioning. Therefore you must be able to monitor that all the systems in your environment actually have the SCCM client. A fully operational SCCM and a workstation without SCCM client will mean that the workstation is not receiving any application updates, any OS updates and might even download OS updates them directly from MS without any restrictions (depending on other settings outside SCCM in your environment). So you really ought to fix these.