How to create a product without a variation?
It is - as You said - difference of terminology.
The easiest way for You would be trying this: https://simplytest.me/
Here You can quickly test Drupal modules and whole distributions. Please try Commerce Kickstart with this tool and during install click to install demo content.

There You'll see that Variations are more like Categories in Your meaning:
Each product display must have one or more product variations, which is why each product display type has a matching product variation type.
Different product variation types have different fields, used for storing images, attributes such as color and size, as well as any other information.

And Categories are more like taxonomy - You can list colors, sizes etc there and reuse it in multiple products.

Hope i helped You a little :)