You can use <> as the “not equal” operator in DAX.
There are two common ways to use this operator in practice:
Method 1: Use <> to Create New Column
Team Classification = IF('my_data'[Team] <> "B", "Not on Team B", "On Team B")
Method 2: Use <> to Create New Table
filtered_data = CALCULATETABLE('my_data', 'my_data'[Team] <> "B")
The following examples show how to use each of these methods in practice with the following table named my_data in Power BI that contains information about various basketball players:

Example 1: Use <> to Create New Column
Suppose we would like to create a new column that contains one of the following strings:
- “Not on Team B” if the value in the Team column is not equal to “B”
- “On Team B” if the value in the Team column is equal to “B”
To do so, click the Table tools tab and then click the New column icon:

Then type the following formula into the formula bar:
Team Classification = IF('my_data'[Team] <> "B", "Not on Team B", "On Team B")
This will create a new column named Team Classification that returns one of the two strings that we specified:

Example 2: Use <> to Create New Table
Suppose we would like to create a new table that only contains the rows from the my_data table where the value in the Team column is not equal to B.
To do so, click the Table tools tab and then click the New table icon:

Then type the following formula into the formula bar:
filtered_data = CALCULATETABLE('my_data', 'my_data'[Team] <> "B")
This will create a new table named filtered table that only contains the rows from the my_data table where the value in the Team column is not equal to B:

Note: You can find a complete list of operators you can use in DAX here.
Additional Resources
The following tutorials explain how to perform other common tasks in Power BI:
Power BI: How to Use “If Contains” Formula
Power BI: How to Count Distinct Values with Filter
Power BI: How to Create Measure with Multiple Filter Conditions