There are many types of mechanical weathering.
All rocks have fractures. When lava cools, it contracts, and this shrinkage creates fractures. The most familiar is columnar jointing, such as Devil's Tower or the Giants Causeway.
Removing the overburden of a rock will result in cracks. In mining, this is a rock burst, a serious problem to the industry.
A meteor impact creates fractures.
Repeated cycles of thermal expansion amd contraction, over time, will cause fractures, even without water.
For the most part, water infiltration and subsequent freezing exploits pre-exisiting fratures. The water has to get into the rock in the first place.