Does anyone know if it is possible to create a LAN network without an internet connection?
I'm not quite sure what your intention is in doing this, but let's clarify a few things to make sure you know what to expect.
There are two basic types of networks: LANs and WANs
LAN (Local Area Network): A network comprised of local machines in a common geographic location (ie - a single office building, house, etc). A local area network allows users to share information between other computers on this network such as files, videos, music, etc.
WAN (Wide Area Network): A network comprised of several machines spread out over a very large (wide) area. This is the connection that you would use to get out to the internet.
If you setup a LAN isolated from a WAN, you will not have internet access, but you will still be able to share files and other information between your computers. That's the main difference.