ejemplo.php

<?php
$idCurso = $request->get("idCurso");
$alumnos = DB::select(
    "select nombre from alumnos
            where id not in
            (select alumnos.id
            from alumnos
            inner join alumno_curso
            on alumnos.id = alumno_curso.id_alumno
            and alumno_curso.id_curso = ?)",
    [
        $idCurso
    ]
);