Pedals often come from the manufacturer with the bearings adjusted too tight, but not all pedals allow you to readjust that.
I suspect you're referring to lubricating the axle threads so they don't permanently bind to the crank arm. If you really can't justify spending a couple bucks on grease to avoid problems down the road, a drop of motor oil on the threads before installing the pedals would be better than nothing. If you have a car, you can use the dipstick to transfer a drop of oil from the car to the pedal axle.