The gearbox is one part of the car that's very susceptible to wear and damage if it's not lubricated correctly. Without gearbox oil a gearbox will quickly overheat, wear out and potentially seize up.
Gearbox oil is quite different to engine oil, it has a higher viscosity meaning it's thicker than engine oil. As it doesn't have to deal with the same contaminants as engine oil it has less additives and detergents to clean it. It's vital to use the correct gearbox oil grade for your gearbox to get the best performance and longevity out of the parts of the gearbox.