Are you kidding me,it is impossible mate. You need the a bitcoin wallet,because it is from the wallet that you created that you will get your bitcoin address from in which you can use to receive funds. If you are talking about an exchange,then you can use your debit card to buy bitcoin directly from the exchange and it will be sent to your exchange account. You exchange account is not yours but you didn't create it yourself. If you leave your bitcoin after buying it in an exchange then it is no longer yours because it is not you that is in control of your funds but the exchange since they have the keys. This is why you need to create a noncustodial wallet to help you have full control over your bitcoin.