To buy and sell assets such as shares, ETFs, options, futures, currency, and so on, you must do it through a broker. Originally, brokerage was conducted by humans, but now online brokers can accomplish the same task.
You make an investment decision (e.g. to buy Alphabet Inc. stocks), then dispatch orders to the broker for them to execute, which is where you pay them a fee/commission. They do not inform your investing decisions.
To fulfil orders yourself is complex and time-consuming, hence the existence of the middleman (brokers).