Yes, you can do the eight-pointed star without set-in points. Unfortunately right as we speak my entire sewing room--actually, my entire house--is packed up because I am moving tomorrow. And then I work 4 straight 12 hour shifts in a row starting Saturday. So it will be at least a week before I can unpack enough to find it, but I have some written out easy-peasy star directions. I just finished a couple of blocks this last month.
But, I did find a couple of tutorials on the web just by googling "Lemoyne Star" or "Easy Eight Point Star". I looked at them but thought the directions I had were easier, but if you are in a big hurry, there are some good ones too.