Via the GUI if Windows (client properties) or within /usr/openv/netbackup if Solaris, say.
***EDIT***
There's a lot of info out there & in the Admin Guides:
About the Exclude Lists properties
http://seer.entsupport.symantec.com/docs/316348.htm
DOCUMENTATION: Additional examples for setting up exclude_list files on NetBackup clients
http://seer.entsupport.symantec.com/docs/265896.htm
DOCUMENTATION: Additional tips on using exclude_list and include_list for managing files to be excluded and included in a backup
http://seer.entsupport.symantec.com/docs/268665.htm
About the syntax rules for exclude lists
http://seer.entsupport.symantec.com/docs/314800.htm
DOCUMENTATION: A method for centrally managing exclude and include list for UNIX and Linux clients under NetBackup 6.5.3.
http://seer.entsupport.symantec.com/docs/316533.htm
