Employees that do not have a role assigned to them will be put in the People Without Roles category. This is so that your company can keep an employee in the system without having to see their name in your daily operations. This can be done for employees that might be re-hired, employees with lists attached to their name that need to be kept, etc.
To get employees out of the this tab, simply assign them a role. To learn more about roles, please reference the article Creating a Role.