If we need this to list for all people I see no other way than make this a table-valued function and use it like this

select * from Names  CROSS APPLY dbo.ufn_MissingModules(Names.ID) MM

create function ufn_MissingModules(@PersonID int) RETURNS table
AS RETURN
SELECT Modulos
 	FROM Modulos 
 		LEFT JOIN ModAsg ON Modulos.Cod = ModAsg.CodModule AND ModAsg.IDusuario = @PersonID
 	WHERE ModAsg.CodModule IS NULL