As source code, but not necessarily as running code.

SBCL:

    * (defun hello-world () (write-string "hello world"))
    HELLO-WORLD

    * (disassemble #'hello-world)
    ; disassembly for HELLO-WORLD
    ; Size: 36 bytes. Origin: #x100311C85C                        ; HELLO-WORLD
    ; 5C:       AA0A40F9         LDR R0, [THREAD, #16]            ; binding-stack-pointer
    ; 60:       4A0B00F9         STR R0, [CFP, #16]
    ; 64:       EAFDFF58         LDR R0, #x100311C820             ; "hello world"
    ; 68:       570080D2         MOVZ NARGS, #2
    ; 6C:       29EC80D2         MOVZ TMP, #1889
    ; 70:       BE6B69F8         LDR LR, [NULL, TMP]              ; WRITE-STRING
    ; 74:       DE130091         ADD LR, LR, #4
    ; 78:       C0031FD6         BR LR
    ; 7C:       E00120D4         BRK #15                          ; Invalid argument count trap

The actual code for this example is machine code (which references a string, which is a vector), here without linked lists.

No, you don't need to use linked lists to send a string to the standard output port in most Lisps. You just call a function.