How do you put a water bottle on a step through bike that has no hole for a bottle cage?

You can use jubilee clips / hose clips to attach it.

Zip ties and/or tape usually isn't rigid enough. Or have a bike mechanic, or any mechanic with the right tools mount some rivnuts so that you can use a screw-on bottle holder. If you put it on the seat tube, make sure that the bottle holder doesn't interfere with the seat post.

Keep in mind that for a step-through frame, this will pretty much remove all the advantage of the step-through frame. If you really like that feature of the bike, consider putting the bottle somewhere else. Bottles can be put on the fork, on the bars, or even right behind the saddle.