Unless you are going to make a habit of needing square holes, the way to do it is to drill a round hole and then file out the corners. A round hole already has 80% of the material removed. (OK, 78.54…..) Of course, this is not so convenient if it is not a through hole but even for that you can drill a round hole, make up and harden a kind of square punch, and drive it in to take out the corners. This will not make it square all the way down but it will not usually matter if there is a bit at the bottom that is not square. For that matter, the square drilling approach does not actually give a true square, the corners will be rounded. A broach will give a true square hole, but again only on a through hole.
Unless you are getting into mass production, the answer to most things that can't be machined with the machines you have is going to be a hacksaw, a file or two, and a scraper. Maybe a few good cold chisels too. And some patience
John