it depends on how you want to connect ... You can use type-4 jdbc drivers which does not need db2 connect installed, but still requires db2 connect licensing.
There are vendors who do odbc drivers for zos mainframe. search on the web.
Please quote why you want to connect to db2 mainframe without db2 connect and what application (eg. jdbc) you are planning to use. you are likely to get a more useful response. mentioning the db2 version on the mainframe and your client platform will also help.
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You can use "IBM Data Server Driver for ODBC & CLI" or "IBM Data Server Driver package". Both have a small footprint, and you will simply need the license files (DB2 Connect license) to connect to DB2 over z/OS.