Nuxeo workflows is very easy to create with studio and deploy it on server, also it's possibility to integrate jbpm process to an instance of nuxeo (find some information about that). But I want to know all possibilities of creating workflows in nuxeo without the studio. Because studio it's not free, jbpm it's like third party solution that you need to integrate, can I create workflow without studio or jbpm in nuxeo, and how it can be done?
You can do everything without Nuxeo Studio: it generates a Nuxeo bundle which contains no secret code but "only" standard XML contributions to the Nuxeo framework. The point is writing complex customization such as an advanced workflow takes time, requires a good knowledge of the Nuxeo model and the involved components may not be easy to orchestrate together by hand. You must understand the concept of extension points. Then, you will have to browse the documentation, the source code, the API or the Platform Explorer in order to manually write your extensions points. See How to Contribute to an Extension.
You should start by reading the code generated by Studio. That will point you to the right components.
Nuxeo IDE is a great free tool. A complement to Studio rather than an alternative but it helps writing contributions.
I'm sorry that my answer does not directly address your question but I can't copy here the whole content of the documentation and the whole list of involved services and components which you would have to contribute to. I can only explain why your question is actually too large and give a few pointers to the first steps.
If you feel confident and have time to spend on learning the internals of Nuxeo, then go ahead with the above information then later ask a question onto a precise point like << how to do this with this service? >> or << why is that part of this XML contribution not working as expected? >>. Else you may consider it's worth to pay for the Studio service.
You should also keep in mind that another advantage of Nuxeo Studio is that it will manage the upgrade of your code.