You do not need internet.
If you are connecting directly to the printer using an Ethernet Cross Over cable, you must setup static IP Addresses on the computer and the printer. The IP Address must be different for the communication to work. IP Addresses are much like a Home address two homes can not have the same address. So if the computer’s IP Address is 172.018.0.101 with a subnet mask of 255.255.255.0 then the Printer could be set to 172.018.0.100 with a subnet mask of 255.255.255.0 as you can see the last field of the IP Address is different.