In MATLAB, "GUI" and "figure" are the same thing, so anything graphical you create is inside a GUI. In order to create a check box without a GUI it would have to be pure text. After that the feasibility starts to depend on how you want it to be used; for example if you are working with pure text then you do not have access to mouse positioning to tell whether the user moved over the text checkbox, because mouse positioning is a graphics object.
You can create a graphical checkbox without having to use GUIDE, by creating a uicontrol('style','checkbox'), but by definition a uicontrol is a user interface control that is part of a GUI.
