If you aren't already wealthy, you're probably working because "you just want a check". Even if the job you want is to own your own company, you still have to work until you have enough savings. This is how the world has always worked for most of the population in every human society that has ever existed.
If your skills are in demand you can get the check from many employers.
That said, if you want to run a business, and you don't like/want to do anything else, then you're kind of stuck. Unfortunately not wanting to do the job you want to get isn't generally what makes you a great hire but wanting to do a different job without having any skills also doesn't make you a great hire. Owning your own company is easy, go register it and you own it. Getting a check out of that is a little harder.