I'm not aware of any direct way to exclude specific layers when creating a Navisworks file from a DWG at this time. Depending on what you want to exclude and why, it might be that you can just Hide them in Navisworks prior to publishing.
However, you might be able to approach this by leveraging the DWG conversion options of Convert Off and/or Convert Frozen. Entities that fall into those categories should not appear in your NWC/NWD with one or more of those options turned off. You can access the options for the exporter via the command nwopt, and the options for the file loader in Navisworks Global Options.
Hope that helps,
Start with some of our most frequented solutions or visit the Installation and Licensing Forum to get help installing your software.