You could construct, on your own, a website that looked like a blog. Ultimately, when a blog website is delivered to a web browser, it is just HTML pages, and a human could make HTML pages just as good as any old piece of software can. So what's the big deal?
Well, the big deal is that the blog software does so much for you automatically. It greatly relieves the burden of writing the content for a web site. Plus, the blog software, through pings and trackbacks, helps build connectiveness between your site and others.