We begin the fourth chapter of Maseches Sotah. Its first Mishnah clarifies which women are excluded from the law of drinking the sotah waters, and what their status is with regard to the kesubah.
An Arusah and a Shomeres Yavam:
The Mishnah states: "arusah v'shomeres yavam - lo shosos v'lo notlos kesubah" - a betrothed woman and a woman awaiting yibum do not drink and do not receive a kesubah. An arusah is a woman who has been betrothed but has not yet been married, and a shomeres yavam is a woman whose husband died and who now awaits yibum with his brother, but has not yet undergone yibum. In both of these cases the woman cannot drink the sotah waters, and she also does not receive her kesubah.
The basis of this halachah lies in the fact that these women are indeed subject to kinuy: both the man who betrothed her and the yavam can warn her not to seclude herself privately with a particular man. If she transgressed the warning and secluded herself with him, she becomes forbidden to them, and since she has no way of drinking the sotah waters and resolving the doubt, the prohibition remains in place. She is forbidden to her future husband, to the one who betrothed her and to the yavam, and she does not receive a kesubah because she herself brought about her prohibition.
A fine point is worth noting regarding a shomeres yavam: in general, if she had relations with another man - something forbidden to her until she undergoes yibum or chalitzah - such an act does not render her forbidden to the yavam. Nevertheless, kinuy and seclusion do render her forbidden to him.
Why do they not drink?
The Mishnah brings the source of this law: "shene'emar: 'asher tisteh ishah tachas ishah'" - as it says, "when a woman goes astray under her husband." The verse speaks of a woman who went astray while she was under her husband, that is, while in his domain. From here we learn that the word "ishah" - her husband - comes to exclude the arusah and the shomeres yavam, who are not included in "under her husband." Therefore there is no law of drinking the sotah waters that could determine whether she in fact committed an immoral act or not, and so she is forbidden and does not collect her kesubah.
Women in forbidden marriages:
The Mishnah lists women whose very marriages are forbidden:
A widow married to a Kohen Gadol - a widow married to a Kohen Gadol, which is a forbidden union.
A divorcee or a chalutzah married to an ordinary kohen - a woman who was divorced or who underwent chalitzah, married to a regular kohen.
A mamzeres or a nesinah married to a Yisrael - a mamzeres, or a nesinah, who is a woman who converted from certain nations that are forbidden to marry into Israel.
A daughter of Israel married to a mamzer or a nasin - a Jewish woman married to a mamzer or a nasin.
These women, even if they received kinuy and secluded themselves from their husbands - those very husbands whom they should never have married - "lo shosos v'lo notlos kesubah" - they do not drink and do not receive a kesubah. They must be divorced, since they cannot remain married to those husbands: besides being forbidden on account of the prohibited relationship, they have also become forbidden on account of the kinuy and the seclusion.
Why do they not receive a kesubah?
We learned elsewhere, in the laws of kesubos, that each one of these women - a widow married to a Kohen Gadol, a divorcee or chalutzah married to an ordinary kohen, a mamzeres or nesinah married to a Yisrael - does in fact receive a kesubah under normal circumstances, and the prohibition of their union by itself does not cancel her kesubah. But in our case, where there was kinuy and seclusion, they cannot resolve the doubt by drinking the sotah waters, for we learn from the verse that the sotah waters were not designated for a woman who is in a forbidden or unfit marriage. And since they cannot drink those waters, they do not receive a kesubah.
In summary: In this Mishnah we learned of two groups of women who do not drink and do not receive a kesubah. An arusah and a shomeres yavam - the kinuy takes effect regarding them and renders them forbidden, but they are not included in "under her husband," and therefore the law of drinking does not apply to them. And women in forbidden marriages, for although by law their kesubah would be due to them, since the sotah waters do not apply to them and they have no way of resolving the doubt, they become forbidden and forfeit their kesubah.