How do I reply to a potential postdoc supervisor who has no funds at this time for me?
You have pretty much answered your own question.  

In a reply, consider including the following:


thanking the professor for his reply.
state that you would be most interested in contributing to the group should a position open up - even mention a specific common aspect of the research.
ask if he knows of scholarships/ similar funding opportunities etc.
suggest co-writing a grant proposal/application (be specific about which grant and what it would be for).
perhaps even state that you would like to collaborate on projects/research in any case.


On that last point - leave the 'door open' for a continuing link through research etc. - this may put you in good stead for future opportunities.