Is it possible to download qubes without usb?

I hope you know Qubes OS enough before jumping all in and removing your original OS. Qubes would require to learn a lot before it’s really useful, be prepared for that. You can always ask for help here, of course. See also: What’s the first things you should do when getting qubes.

Now, to your question. You should download the current stable version of Qubes OS using your Internet browser, verify it (ideally), and write it to a USB stick using e.g. Etcher or Rufus. Then, you reboot your PC and boot it from this USB stick. It will start the installation process and replace your Windows with Qubes OS.