Can I connect two computers through Ethernet on a WAN?

If you do not want to use any switch or router, then you cannot connect two PCs over a WAN link. This is because the data link layer on WAN connection is not Ethernet and it does not understand Ethernet either. Hence if you try to push your Ethernet packets across this WAN medium without first converting them into something that they understand, it will not go through. You need routers for that.

Having said that, I know companies in Europe that offer LAN-based connectivity between two offices, which are located in the same city. For this, they have special networks in place. In this solution, you just need two switches at both offices. But I doubt if MTNL/BSNL have started offering any such service. It would be better if you ask them about it. But with traditional leased lines, what you are saying is not possible.