In 99.9% of cases it is not possible. The audio controller chip on your motherboard just can't deliver enough power. That "controller" thing was not actually a controller but a small power amplifier. Your audio chip is just not designed to drive a speaker directly and you can't overcome that. You shouldn't connect speakers directly to the audio output of your computer. You risk damaging it.
About these 0.1%... There are some sound cards that have a built in power amplifier but they are not very common. And I have seen onboard audio controller with built-in power amplifier just only once.