any day except Sunday (and sometimes except Saturday)
"The factory operates on a weekday schedule, running from Monday through Friday but shutting down every weekend to rest its machinery and workers."
Any individual day of the week, except those which form the weekend or the single weekly day off; that is:
"I usually keep my gym membership active only on weekdays because I prefer to exercise early before work."
Monday, Tuesday, Wednesday, Thursday or Friday, but not Saturday or Sunday.
"The office is always busiest on a weekday morning before everyone heads home for the weekend."
The word weekday comes from Middle English and Old English, originally meaning "day of the week." It is formed by combining the words for "week" and "day.