Yes, you can convert .doc/.docx files to .pdf without Word and without third-party controls. The specifications are publically available - [simply] read and parse the .doc/.docx file according to the specification and generate the content according to the .pdf specification.
Here is the specification for MS-DOC (.doc) file format :
MS-DOC Specification (622 pages) -- Word97 through 2007
MS-DOCX Extensions Specification (105 pages) -- Word2010 through 2013
See also - Open Document and OpenXML Format
And the specification for the .pdf format :
Really, I think you'll find you probably want to use a third party component...