Hello. Yes, "I have no money" is one way to express that you are not rich. "I don't have any money" is another way.
Example sentences: "I want to go to a restaurant to eat but I don't have any money." "I have no money, I can't even buy a cup of coffee."
If you are stating something about yourself though in the context of some broader self-introduction you would probably say: "I'm not wealthy" "I'm not a wealthy person" or "I'm not a rich man." If you really want to emphasize the fact that you don't have any money you could say "I'm poor" or "I'm broke."
Examples: "I'm not a wealthy person but I don't need money to have fun." "I'm just straight up broke. I don't have a penny to my name." The last sentence is very colloquial.
I hope that helps.