Problem
A finite commutative ring $R$ without zero divisors is a field. Here we don’t assume that $R$ has an identity.
Proof
$R$ has an identity
For each $a \neq 0$ in $R$, consider the map
$$\phi_a: x \mapsto ax$$
Since $a$ is not a zero divisor, $\phi_a$ is injective. Because $R$ is finite, $\phi_a$ is also surjective. Hence, there is $e \in R$ such that
$$a = \phi_a(e) = ea$$
Now, for each $b \in R$, again by the fact that $\phi_a$ is surjective, we can find $x_b \in R$ such that
$$b = \phi_a(x_b) = ax_b$$
Multiply the first equality by $x_b$, and we obtain
$$b = ax_b = eax_b = eb$$
Therefore, $e$ is an identity in $R$.
Then use the fact that $\phi_a$ is surjective again, there is $c \in R$ such that
$$e = \phi_a(c) = ac$$
Here $c$ is the inverse of $a$.
Random Notes
$\phi_a$ is injective
Let $x, y \in R$ be such that $\phi_a(x) = \phi_a(y)$, then $a(x - y) = 0$. Since $a$ is not a zero divisor, it follows that $x = y$.