It can be done without adding established media but it will take longer. To get through your cycle as quickly as possible, you really should introduce some sort of media that has all the necessary nitrifying bacteria already thriving. This can be gravel, plants--live or plastic, filter media from an established aquarium or sqeezings from the filter.
When I fishless cycle, I'll run the filter on an established aquarium for a month or so before I start the fishless cycle. Usually takes 2 to 3 weeks.
If you don't have access to any media, ask your lfs for some. They should be happy to provide you with something.
BTW......just water doesn't work. It has to be something with a surface that the bacteria can grow on.