Can I host a website without using a domain registrar?

So I want to host a website. I want to use the address coolkidsmc.com, but I don’t want to use a domain registrar service.

Is there any way to host on that address using a homemade DNS or other type of server that can point the coolkidsmc.com domain to my IP?

I don’t want to use a hosting company, and I want to know if there is a way to do it myself.