My baby cries out loud without any tears falling from her eyes. What does that mean? Sleepy, Hungry or Annoyed?

There's nothing to worry about. Since babies can't speak, they cry to catch their mommy's attention. Smaller babies, especially when they are not in pain or not having any discomfort, cry without tears as their body actually is not in pain. I think that your baby is crying as he needs attention or may be a little TLC. Give him that and he would be fine :)