I have no pen to write withmy question is whether i can use "in" to replace "with".why.

I think if you use in to replace with, then you got put another two nouns which after "write" and "in", as you represent where are you going to write on and what do you going to write. For example, I have no pen to write this sentence in my notebook.
Otherwise, if you just try to represent that you got not pen to write, then "I have no pen to write with" property become the best way.

不可以，write with a pen，用笔写，必须用with

不可以.in一般指 在.里面,或 用什么语言.比如in English
with是 用.工具、手段