No, you don’t write them manually. What Matt and I are suggesting is that you use a scripting program (such as Python or Perl, or whatever else you want) to build the system. You can choose how you want to place the particles in the system (randomly, as a pseudo-crystal like material with well-defined locations, etc.), and then determine the orientations of the particles–which determines the coordinates, and then write them to a data file.
You can even write the file so that you can generate different water models, handle different box sizes, and so on.
–AEI