Do breads always have to be baked in some vessels in an oven? If yes, then what shaped vessels would those be?
The general answer is that you use a loaf pan if you want the common rectangular loaf shape (it's good for slicing for toast and sandwiches), and otherwise you don't need one.

For example, the link you gave for french bread completely describes how to shape and bake the loaf. There's no wrapping in foil or anything; you coax it into that shape, and it's flexible and stretchy but won't spread out or anything. I'm not sure why it refers to a "baking vessel", implying that it's something that contains the loaf. All you need is a flat baking sheet.

Once you've made bread dough this should be pretty obvious - it's not a big wet mess, it's something with structure that you can work with and shape. It's pretty much the same with all other shapes of loaves - you get them into the general shape, toss them on a baking sheet, and bake them. You can make small circular rolls, small oblong rolls, big circular loaves, big oblong loaves, whatever suits you. There are certainly traditional shapes for some breads, and you should probably follow recipes, since baking times are of course affected by size, but the general principle remains the same - you shape it how you want it.