how to run nios2 without external flash and sram?

Yes, you can run directly from on-chip memory (just put the reset address and the text section into the same memory). You need to make sure you download or reprogram the SOF every time as otherwise your global variables won't get initialised.

Hello world is quite large (about 60K) but small_hello_world is much smaller (just over 4K of code and initialised data). You'll need to allocate some stack space (I'd guess 4K for a small system) and possibly some more data space.

So, as I remember it, hello_world fits into 8k, obviously your system will need more if it does more.