Microcombs are revolutionizing optoelectronics by providing parallel, mutually coherent wavelength channels for time-frequency metrology and information processing. To implement this essential function in integrated photonic systems, it is desirable to drive microcombs directly with an on-chip laser in a simple and flexible way. However, two major difficulties have prevented this goal: (1) generating mode-locked comb states usually requires a significant amount of pump power and (2) the requirement to align laser and resonator frequency significantly complicates operation and limits the tunability of the comb lines. Here, we address these problems by using microresonators on an AlGaAs on-insulator platform to generate dark-pulse microcombs. This highly nonlinear platform dramatically relaxes fabrication requirements and leads to a record-low pump power of <1 mW for coherent comb generation. Dark-pulse microcombs facilitated by thermally controlled avoided mode crossings are accessed by direct distributed feedback laser pumping. Without any feedback or control circuitries, the comb shows good coherence and stability. With around 150 mW on-chip power, this approach also leads to an unprecedentedly wide tuning range of over one free spectral range (97.5 GHz). Our work provides a route to realize power-efficient, simple, and reconfigurable microcombs that can be seamlessly integrated with a wide range of photonic systems.