All rifles start without a scope. However, prior to the scope invention, the manufactures equipped all rifles with "iron sights." These are sights right on the barrel itself. Since the barrel is a straight line, the sights are set up in an exact straight line with wherever the barrel is pointing. If a shooter uses these enough, and practices often, you won't need a scope. Good care of these fixtures on top of your rifle will save you time and time again.
Set up your target at about 150 feet. Notice the sights on top of the barrel. There is a front sight that is a very prominent triangle at the front of the barrel. This is the sight that you will be lining the shot against. The back sight varies in rifles, but is usually a small window or pieces of metal that make a groove right before the end of the barrel. These are your iron sights if you were not familiar with them.
Load the gun. Raise the gun to your eye closest to the barrel and look down through the sights. You'll notice that the triangle fits right in those grooves. Take aim at your target and shoot five shots into the same exact area (say the bull's-eye).
Retrieve the target. You'll notice the group is off of the bull's-eye in some way. Where the group is in relation to the bull's-eyes, is how you are going to move the sight into order. If it is to the right, you'll have to move the sight to the right. If the group is up and to the left, the sight needs to be moved down and to the right.
Look at the sights. You'll notice that they are easily adjustable. Underneath the back sight there is a small piece of metal that you can slide back and forth and raise and lower it. You can also move it right and left, making it move right to left. There are some rifles where the front sight is adjustable as well. Do the same thing to the back as you do to the front. In order to move some of these sights, you will need needle-nose pliers to move the little pieces of metal.
Put up a new target. With the sights adjusted to exactly as you see it, you shoot another five to six rounds into the bull's-eye. They should be right there, or the sights still need to be adjusted.
Repeat the process as many times as it takes to get your sight exactly where you want them. Normally, it takes three to four test fires to get them exact.