Is making laws the only way to enact policy in politics?

From what I research in politics (modern day and parliamentary system at least), that in order make decisions in policy changes or politics decision, you need to go through the legislative process. That means you need to take up to the legislature in order to make a single decision in politics and when the decision is made, it is executed through the laws instead of a direct action.

Is that how it works, seems kind of slow plus the fact that the assembly meeting is like every month (I think I may be wrong). Plus is making laws the only way to execute a decision made by the government?

Also how would decision making work in the past like Ancient Rome or Medieval England or Han Dynasty of China? Would it be similar or different to the modern day counterpart?