What should I do about this guy that I'm not interested in?
Is there any special reason why you're not interested in him?
He's gay.
If he's gay, it's fine to not like him. You should tell him you don't though and not lead him on.
I don't have feelings for him.
Well, if he's gay then and you're not, it's perfectly understandable for the both of you to not be interested in each other. I hope you can find someone you are compatible with.