wallet – How to buy bitcoin to my local harddrive?

There are stories about people searchung dumps for their thrown away harddrives with bictoins with brazillions of money. I want to get such harddrive too :]

Is it possible nowadays? I.e. buy bitcois directly to my wallet, without any third party accounts?

I registered on CoinMarketCap and coinbase and looks like first site doesn’t allow to buy bitcoins and another is maintaining it’s own accounts with their security and 3rd party auth. But I don’t want their accounts, I want my on my local selfcontained harddrive.

Is it possible?