in a command you can do a grouped selection of employee and outerjoin it to the a grouped selection of employee where specific training class was done. then select only records where they second table has no matching record in the first.
SELECT table.employee
FROM table LEFT OUTER JOIN
(SELECT employee
FROM table AS table_1
WHERE (class = 'specific class name')
GROUP BY employee) AS D1 ON D1.Employee = table.employee
GROUP BY table.employee, D1.employee
HAVING (D1.employee IS NULL)