There are many discussion threads on this topic in this forum. Please go through them to get a good idea on this.You can also visit the Express Entry information links in web to know more on this.
http://www.canadavisa.com/canada-immigration-discussion-board/express-entry-lmia-question-t268384.0.html
In short , one can apply to be in the pool without LMIA but in the first draw only those with LMIA or PNP got invitation.
All the best.