My first Playstation

hello,

I am coming from the Nintendo Scene and never had a playstation before.
With my Switch I can install games on it with SX Pro.

I ordered a playstation 4 slim and want to know if it is possible to install games on it without buying them? I am not talking about homebrew or other things. Just want to install some offline games on it.
I will also buy some games which i want to play online.