They have a clutch, but once you're moving it is possible to shift a manual transmission without using the clutch. What you need to do is first take off the load currently passing through the box (if power is being transmitted either direction it holds the engagement dogs in place), so if accelerating you quickly let off the throttle and if decelerating you quickly tap the throttle. This lets you move into neutral, once in neutral you increase or decrease the engine revs to near (ideally exactly) what they would be in the gear you want to shift into at your current road speed, and holding those revs you can then shift smoothly into the new gear.

It is not something I would recommend unless in a jam with synchromesh transmissions (e.g. regular cars, light trucks) as most people aren't going to get it exactly right every time and will just burn out the synchros. If you're unfamiliar with the term these are the parts of the transmission that let you shift from one gear to another in one motion without having to stop in neutral, let the clutch out, and increase/decrease the engine revs to suit your desired gear before clutching in and shifting into it.

Clutchless shifting can and does work well in non-synchro transmissions (e.g. motorbikes, many heavy trucks) once you get the knack, as these transmissions are both more forgiving of not being exactly rev matched and will provide a strong auditory signal if you don't get it close enough (i.e. you'll know if you got it right or not so won't half arse it). Many motorbikes now actually automate this process with devices known as quickshifters - named so because even when doing it by hand clutchless shifts on a bike are noticeably faster than using the clutch.