You can do this by making use of the Resources Folder.

From the example on the Resources.Load scripting reference:

// Instantiates a prefab at the path "Assets/Resources/enemy".

function Start () {
    var instance : GameObject = Instantiate(Resources.Load("enemy"));
}

However

Why do you want to do this?

It might be a good idea if you stated your broader goal - why you want to avoid prefab references - because it might help someone give a more helpful answer.

There are many reasons why prefab references are a good way to organise your project, and trying to bypass the way Unity is designed to work is generally not a good idea unless you have a specific reason that warrants it.

//just drop this script in button that you want to act like weapon changer
//use this var in inspector to set the parent of the weapon (drag and drop)
var weaponParent:GameObject;
//use this var in the inspector to set the weapon to be instanced
var weaponToSet:GameObject;
//set this one in the inspector for the keyboard shortcut (default 0)
var shortcut:String="0";

//tag weapons with weapon tag to get cleaned by this function
function RemoveOldWeapon (){
    var weapons : GameObject[];
    weapons = GameObject.FindGameObjectsWithTag("weapon"); 
    if(weapons.length > 0){
        for (var wep: GameObject in weapons)  { 
            Destroy(wep);
        } 
    }
}

//function that instantiate the weapon
function SetWeapon (){
    var clone = Instantiate (weaponToSet, weaponParent.transform.position, weaponParent.transform.rotation);
    clone.transform.parent = weaponParent.transform;
}

//function that use mouse klick to swap the weapon
function OnMouseDown (){
    RemoveOldWeapon();
    SetWeapon();
}

function Update (){
    //function that use keyboard shortcut to swap the weapon
    if (Input.GetKeyDown (shortcut)){
        RemoveOldWeapon();
        SetWeapon();
    }

}

here is the solution that i make when i rethink the problem. Big thanks to Duck for helping me come with this solution.