Take a look at this link https://www.mssqltips.com/sqlservertip/4054/creating-a-date-dimension-or-calendar-table-in-sql-server/
If you just want to modify your code, you can add
BEGIN
IF DATEPART(weekday, @dIncr) NOT IN (1,7)
INSERT INTO _Dates (d) VALUES( @dIncr )
SELECT @dIncr = DATEADD(DAY, 1, @dIncr )
END