There is currently no separate function to filter out rejected talents from the future search results list. The reason for this is that rejected talents could be interesting again for other vacancies at a later date.
How can you still mark rejected talents?
Store corresponding candidate profiles with notes. You can see whether notes are stored by clicking on the "note" icon in the tile directly in the search results list.
Create a project or a talent pool for rejected talents and always assign them. This allows you to search specifically for talents that are not yet assigned to a project.