If the proxy deployment is explicit mode (point the browser proxy setting manually to WSA address or using PAC file or WPAD file), to exempt traffic to not go to WSA will be control by the client's application such as browser or PAC file from script.
If the proxy deployment is transparent mode (using WCCP redirection or PBR), then this will be control by the WCCP server (switch, router or ASA) since WSA is the WCCP client.
In this deployment there is also option in the WSA for proxy bypass list(only in transparent mode - WCCP - not available for explicit mode) that will return back the traffic to whoever that sent the traffic to (the WCCP server).