No alcohol?

I don't think you need to inform your guests about this. It is your wedding and you are not required to provide alcohol especially for an event held early in the day. If they want to drink, they can all go out afterwards. If anything, you can add it to your FAQ on your website.

You definitely shouldn't mention it because people will sneak it in. Don't tell your families, either, because they'll spread the word. If they ask just say you're finalizing catering and working on your budget and drop it.

Be prepared for some people to leave early, though. Not everyone, just some. I know your event is early so that's good, but people who are used to drinking (esp. on the weekends) won't stay too long or may suddenly have excuses so they can go change and do some other activity later. Actually, now that I think about it, because it's earlier, they might stay since they might already have arranged to go out later in the evening.

We didn't want alcohol at our wedding either. Luckily, our venue is owned by a religious family and they don't want it at the venue anyways. Our wedding ceremony starts at 11am and we are having a breakfast food buffet afterwards. So I'm not worried about people being upset, plus most of the people we are inviting don't drink anyways. Just a small handful! I just a small note about it on the FAQ page of our wedding website that said something about no smoking and then no drinking by request of the venue as well as the bride and groom.

I agree with PP have it written in the formal invitation that it is a strictly dry wedding.