Doing business is orthogonal to being a company, and depending on your country, some "company" forms are just VAT filing registrations for an individual itself with no independent legal status. What you normally call a company is something that behaves as an independent legal person.
However, it may be legally required to register a proper company if your yearly business volume exceed a certain value - check local rules - but it may also be perfectly fine to do business as an individual below that volume, in which case the legal entity is just you.
(The alternative to being a business in a transaction is being a consumer)
