To enable the option for your employees to select No Shift when punching in, you'll want to visiting Settings --> Scheduling.

Check the box next to, "Allow employees to select "No Shift" when punching in and select from Locations/Departments/Positions they are assigned" and Save.
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Now when your employees go to punch in, they'll see the No Shift option and will be able to select a Location, Department or Position if assigned to them.