I'm new at moodle. I want to create a set of quiz without creating course first. How can I do that?
You don't. A quiz requires a course. That said, the site home page (Front page), is technically a course. You can turn editing on for the front page and add a quiz.
But I think what you're asking is how to build questions? That's step one for a quiz--you have to have questions to add to a quiz, otherwise, your quiz is there but there's nothing in it.
Again, that's more of a front page (or course thing). If you go to Front Page and click the Question bank link, you can start creating questions.
While the front page is an option for building quizzes, students have to be enrolled in a course to take a quiz so that might just defeat the object. Can I ask why you don't want to create a course (which is really just a bucket to put activities in and allow people to enroll)?
Create a course called "My Quizzes." Put all of your quizzes into it. Then use this course to import from when any specific quiz is needed.
I wouldn't really do it this way, however. I would have a course created for the course itself and then start building content into it.