The Non-Members page is set in the Advanced Options > Global Defaults > Error Page section of WishList Member.
Users can click on a protected link and if they are NOT logged in, they are then directed to the Non-Members page.
Clicking on the blue Configure button provides options for the Non-Members page.
You can use a Page and include any additional info you want. There is also the option to simply use a Message or a URL. The available Tool Tip (blue question mark icon) beside each option provides more details if you mouse over them in WishList Member.