First of all, you cannot just have folders and not a catalog. Lightroom will not function without the catalog. It is central to the operation of Lightroom. And there's no way to get around that. You can create folders within the catalog. And you can highlight images and drag them to different folders. The smart thing to do is to establish a good folder structure to begin with and then use the import dialog to import your photos into that structure. I suggest that you take a little time to watch a series of introductory videos to help you understand how Lightroom really works because you clearly are misguided at this point.
The images always exist in folders on your hard drive. If you want, Lightroom can show those to you in the Library module, Folders tab in the left pane. You may need to right-click and select "show parent" multiple times to see the complete folder hierarchy.