If we cannot directly generate DC, why is it said there cannot be any DC transformers?
PV cells generate DC directly by changing photons into electrons, forcing current flow. Also a DC generator does produce DC, using a commutator.  

If you are asking such a question about why DC transformers do not exist, you should Google or watch some informative videos on transformers to learn how they work (ignore HVDC transformers which are not conventional transformers but more solid state electronics).

Because DC current is constant and doesn't change, the flux created by it's magnetic field is also constant and doesn't change, so no change in flux is present to induce an emf to the secondary winding by mutual inductance. On the other hand, AC magnetic flux does change with a given frequency, hence it induces an emf across secondary.

You CAN supply a transformer with DC but it will not do anything useful and just overheat the windings due to the low DC resistance as they rely on reactance to limit current flow. This is why isolation transformers can sometimes be used to block DC noise in signals.