NOT IN (together with join) query
If you want the parts that were not ordered, then you should start with Part, not OrderLine. When you're thinking about sets, that is the only one that could conceivably have the items you're looking for. Part can be a Superset of ordered parts and OrderLine could easily be a Subset of parts.

SELECT PartName
FROM Part
WHERE PartNum NOT IN (
        SELECT PartNum
        FROM OrderLine
        )


More often than not, comparing integers will be far more efficient than strings, so I've changed the WHERE clause to look for PartNums, not PartNames.