Check the documentation here and here. You could do something like:
parseInteger(formatDateTime([%CurrentDateTime%], 'u')) < 6
So you have a daily event but in the microflow you do this check before you either execute the rest or exit immediately.
Pitty that the scheduled events have no buit-in parameter allowing us to arrange this in the ScE itself, so indeed you will need to simply schedule it daily and make the microflow check if today is a weekday or not.
Beware: the microflow uses UTC. You probably want ‘your workday’ instead of the ‘server’s workday’. Make sure you get the correct day by adding enough hours to the UTC to before determining the date.