Indeed, but if you want, you can write a simple program to send the keystrokes directly, using Processing.
True, or a C++ app, VB app, etc etc
I regularly write small C++ Windows programs to send/receive serial to/from an Arduino or PIC using a USB to TTL converter, either directly or via an RF transceiver.
What I really meant, but didn't say, was that it can't be done
without additional software running on the PC.
Edit: Including terminal program that sends key presses directly, without having to press [Enter], as sterretje implies.
But if all you have is the IDE and an Arduino board, the serial monitor is the only option.