However, you can’t run two operating systems on main hardware at a time without any software, therefore, Virtualization software (Virtualbox and Vmware) allows you to run multiple operating systems at a time.
If you are looking to run Windows 10 in MacOS Catalina then you have to install Virtualization software on your MacOS Catalina PC because you are going to install Windows 10 in MacOS Catalina 10.15 then without Virtualbox or Vmware, you can’t install any operating system within another OS.