How to show a content without creating node for it on Drupal site?
While not at all suggested or encouraged, if you really want to create a static page in drupal, you can fake it out by creating a page--PATH.tpl.php template, but just realize that while it will show up, behind the scenes drupal will be throwing 404 / not found errors.

See Drupal 7 Template Suggestions for more information.

What I would suggest instead, though, is to look into Drupal's Menu System and create a callback for the page in question.