In a smoker the smoke and steam work hand in hand to get the smoking job done right. The heat produced will cook the meat and flavor it all at once. You don't have to put water in the tray but you do need to put 2-3 liters of liquid of some form in the water tray whether that's beer, wine, or even apple juice. The steam that this water creates helps cook the meat (and adds flavor if you've chosen not to use water) and keeps it moist during the cooking process otherwise the meat would just be dried out and bitter-tasting which is not the goal here.