Get mailbox users without ATP License

This isn't google, and we are not mind readers, so can you maybe share some more details on what you are trying to achieve? And are you talking about the standalone ATP SKU, or ATP as part from E5?

In general, ATP licenses do not need to be assigned to users, so you just need to make sure you have enough licenses available in the tenant.

You can get a list of all users with or without a specific license from the O365 admin portal -> Users -> click the View dropdown -> custom view. It might be easier to just use PowerShell though:

Get-MsolUser -All  | ? {$_.Licenses.ServiceStatus | ? {$_.ServicePlan.ServiceName -eq "ATP_ENTERPRISE" -and $_.ProvisioningStatus -ne "Success"}}