Can only with SQL to that? I think with PHP I can do that, taking all product and then taking product with tag and compare those. But can I do that only in 1 line of code by SQL?
I'm going to answer my own question:
SELECT ID FROM wpyw_posts WHERE ID NOT IN ( SELECT wpyw_term_relationships.object_id FROM wpyw_term_relationships INNER JOIN wpyw_term_taxonomy ON wpyw_term_taxonomy.term_id = wpyw_term_relationships.term_taxonomy_id WHERE wpyw_term_taxonomy.taxonomy = 'product_tag' ) AND wpyw_posts.post_type = 'product'