As Figured pulls all it's information from Xero it is not possible to set up a Figured file without that Xero connection. Connecting to Xero is step number 4 in creating a new file in Figured.
You can find out how to sign up to Xero here.
Once that's complete you can create your new file at my.figured.com
Take a look at our Getting Started section in the Figured Help Centre for tips.