While I won't argue that using an external audio interface will make things sound a lot better, it should certainly be possible to get your system running without one. Your audio device surely has a microphone input and it can be used (though you'll probably have all sorts of background noise).
I made music all last summer on my laptop using only headphones and the onboard mic port. Not studio quality but usable enough to have some fun and explore musical ideas.
Equipment is expensive. Once you get the interface you'll need either good headphones, good powered monitors or a good sound system. It quickly adds up. Not everyone has money overflowing their pockets. Doesn't mean you can't make music. Or learn how Sonar works in the meantime.