It may be that you already know which categories you do/don't want to advertise on the export channel. You can exclude these products in the Categories step. To do this, navigate to the Categories step of the export channel where all the categories are set. By deactivating the categories, this will deactivate the selected categories and exclude the items that are matched by these categories.
In this example we exclude the products in the Underwear & Socks and Computer covers & Skins categories:
In the statistics on the top you will also see how many products have been excluded by deactivating this category. Of course there are also other possibilities to exclude products, for example with rules.