@baconcat That's only if you're cutting metal. It doesn't need anything abrasive for things like stone, for example.
Of course, to cut through stone a stream of water must be moving very fast and producing a tremendous amount of pressure. A pump is used to pressurize water in a container at pressure values up to 90,000 pounds/square inch (psi) and then shoot it out of the nozzle at speeds up to 600 mph.