And you cannot (usually) play a typical RPG without character sheets and dice and so forth...or, I suppose, an online server that replicates one or more of these...any more than you can play football without a ball or something else to kick around. You need the physical real-world game pieces to play any game, and RPGs are not here an exception.
What makes RPGs different is that there also some potentially non-physical set-up required; that of creating a scenario or background or setting in which play can proceed.
To be fussy about it, that advice is not part of the rules, it's just advice. Same as a chess set's paperwork might include some advice for beginning players on how to play - it's advice, not rules; and in an RPG situation the DM (or, in rare cases, the group as a whole) still has to do this scenario creation before play can proceed.
Contrast this with the 5e starter box that has a playable adventure included, or the 1e DMG that has rules for random dungeon generation - you can open the materials, figure out the rules, and dive right into playing the game without the intermediate step of the DM having to come up with a background or setting or whatever.
Lanefan