No, they don't. In fact, the first sentence doesn't really make sense, so let me use different examples:
I hurt myself.
Here, myself is the direct object of the verb hurt. Both subject and object refer to the same thing, so we use a reflexive pronoun. The 'receiver' of the action and the 'doer' of the action are identical.
I can walk.
Here, the verb walk is intransitive, not requiring a direct object.
I can walk by myself.
Here, the preposition phrase by myself gives the meaning 'without assistance'.