You need to do the initial set up and user tweaking while connected to the internet. Once you have all settings done, media added and metadata downloaded, you should be fine to disconnect from the internet(but you wont get updates and when/if you add new media, it will not be able to grab movie/show metadata)
You should just do some searching, there are lots of instructions out there…Google search if you cant find on this forum…
Plex cannot be run for longer periods without internet.
If the server and all clients are already set up and are working, it may survive a shorter outage, but eventually you have to connect all devices to the internet again.