You have two options:
1) You can edit a recording in the Repertoire > Recordings list, then deselect the user whose device you don't want the recording to download to. Then that user won't see the recording, but other users will.
2) You can edit a recording and select the Manual Distribution option. Then the recording file won't download to any devices, but you can copy it manually onto the devices where you want it.
You cannot, however, play a recording on a device that it is not downloaded to.