The fuel is compressed by the piston in the engine cylinder at the top of the stroke and this ignites the fuel due to the temperature rise of the compression stroke. But you still need a battery to initially turn the engine over to get the diesel cycle to start unless of course your vehicle has hand cranking.

http://en.wikipedia.org/wiki/Diesel_cycle

My uncle (RAF) used to have a VW Beetle and used to refer to it as the 'Nazi Hairdryer on Wheels'.