Non-submission assignments can take two forms:

No Submission assignments: When you do not want students to submit an assignment in Canvas (e.g., class participation, individual class presentation) 

On Paper assignments: When you want students to submit an assignment to you but not through Canvas (e.g., in-person mid-term test, in-person final exam)

  1. Go to Assignments and click the "+Assignment" button.
  2. Add your Assignment Name and enter a description or assignment details. 
    It is important that you provide clear instructions or provide a clear description about the assignment so students will know whether or not a submission is required and if so, how they are supposed to submit it.  
  3. In the Submission Type drop-down menu, select the No Submission option [1] or On Paper option [2].
    Set Submission Type

  4. Then click the Save & Publish button.

Need further details, take a look at the Canvas community guide