Is it possible to make a 2.5 component without using TableHelloWorld class and all that field type stuff like from here. Or is it compulsory?
http://docs.joomla.org/Developing_a_Model-View-Controller_Component/2.5/Using_the_database
The system will function without it fairly well actually. All you actually need to get something running is a base file named after your component, a controller.php file, and the view as outlined in this section: http://docs.joomla.org/Developing_a_Model-View-Controller_Component/2.5/Adding_a_view_to_the_site_part
From that you will get something that runs and loads. And if you choose you can just make raw sql queries to the database.
That being said, the framework is there to help you, not to hinder you. I've cut a lot of corners over the years, and almost always you end up regretting it later. Feel free to play around with skipping the pieces, but just remember that there are pieces out there that can help you with all kinds of important things that you may not think you need right now. (Binding input, table row hierarchies, and check-in/check-out functionality are just a few that come to mind that I'm glad I didn't have to make myself.)