If you mean "tearing your hymen", yes, you can. The hymen is just a rather fine/fragile rim of tissue (membrane) at the entrance of the vagina.
If you mean "losing your virginity", for that you will absolutely need a mans' penis.
Not all girls bleed the first time they have sex. If they bleed it's often only a stain, no hemorrhage like your period. Lots of virgin girls don't have much left of their hymen at their puberty, due to a "tom boy youth": jumping, horse riding, gym (or just by using tampons)