without GROUP_CONCT and similar database functions)

Do you mean without a special group concatenation function(), or without any functions at all? This can be easily done with a recursive query.

WITH
    Builder(line_n, word, word_position, amount)
AS
    (
     SELECT
        line_n,
        '',
        0,
        MAX(word_position)
     FROM
        table
     GROUP BY
        line_n
     UNION ALL
     SELECT
        Data.line_n,
        CONCAT(Builder.word, CONCAT(' ', Data.word)),
        Data.word_position,
        Builder.amount
     FROM
        Builder,
        table
     WHERE
        table.line_n        = table.line_n
       AND    table.word_position    = table.word_position + 1
    )
SELECT
    line_n,
    word
FROM
    Builder
WHERE
    word_position = amount;
[download]

The double CONCAT() was used to avoid casting issues; you may be able to remove them. Depending on your RDBMS, you may need to specify the RECURSIVE keyword.

Also, if you don't mind, a side point, please do not use * outside of COUNT(), EXISTS(), and ad hoc queries. Specifying the columns--id, line_n, word, word_position--is easy, self-documenting, and protects against column changes and reordering.

Perhaps it is worth mentioning, the id column is redundant, as line_n and word_position must be unique anyway.