how to run nios2 without external flash and sram?

If you compile your software first, you will have the .hex files populated with the onchip data (it's one of the last steps of the compile). You have to target the compiler to use that memory however and also have your system boot from the onchip memory location (that setting is in SOPC Builder). Then when you do a Quartus compile they become apart of the hardware (just like mif files). One thing to keep in mind is the onchip memory types you pick. Some allow for pre-initialized RAM to be created and some do not. I recommend having an onchip ROM memory for sections that do not change (like the program code section for example), then the rest uses onchip RAM.