How do you say “no” when training a dog?

The short answer is - we don’t! Positive reinforcement trainers would rather teach a dog what to do rather than tell them what not to do. The long answer has to do with why we avoid punishment altogether-

Punishment is anything that an animal will work to avoid. It doesn’t have to be particularly painful or forceful to have a punishing effect. 

There’s evidence that dogs learn by association. Because we can’t communicate with them in a complex way through language it’s difficult to tell them exactly what behavior is being punished. When you punish a behavior you run the risk of the dog developing negative feelings towards (and potentially more distressing or dangerous behaviors in response to) anything in the environment, including anyone who is around, the time of day, sounds they’re hearing etc. etc.

Undesirable behavior is an opportunity for reflection - how can you set up the environment better in the future to prevent it? What skills do you need to work on with your dog? etc.