To “dry” it, you clean the bearing, or blast compressed air at it until it has nothing inside anymore.
It basically makes the bearing spin to the maximum, but the bearing’s life will be shortened. It will usually still last a few months to over a year though.
Running a bearing “dry” means without lube. The usual method is to remove one of the bearing caps, clean the bearing with mineral spirits, spin it on the end of a pencil or whatever to get most of the mineral spirits out of the bearing, then let it try, and put it back in. There is a stick post about how to clean bearings, if you need more information.
Personally, I prefer to leave my bearings alone unless there is something wrong with them, as I like them quiet (dry bearings are generally a bit louder).