Oils, like any other food, aren't either good for you or bad for you, they're simply better or worse for you when compared to other foods. We do not need oil to get enough calories in our diet.
We have all learned to cook and bake with lots of oil/butter/fats and it takes a few easy techniques to learn how to do it without the fats.
Finding alternatives to cook on the stovetop are a lot easier than baking without oil. When you are new to oil-free baking, I would advise you to look for oil-free recipes. You'll need to learn step by step how to exchange the oil in your baking goods. Even roasting or deep frying can happen without oil. While it's not necessary to have an air fryer to eat an oil-free diet, it certainly makes it a lot easier!