Hello there,
Yes, definitely you can pursue PhD without qualifying JRF, but you need to qualify the written tests and interviews of the respective Universities of Institutes. In this case, the entire expenses of pursuing PhD shall have to be borne by you unless you have a sponsor.

The advantage for qualifying JRF is that you will be sponsored as a scholar or a research fellow by the Government or the Institution for your entire period of PhD, which is highly praiseworthy. Nevertheless, you can pursue PhD without qualifying JRF, as well.

Hope this answer helps you.
Good luck!!