CC cannot use a cabled connection. Sorry.
CC does not require internet access to connect to calibre. However, the router or the device running CC might require such a connection.
Of possible interest: our FAQ
I am in a hotel/airport/? and cannot connect CC to my computer by WiFi. How can I transfer books? discusses various ways to connect CC to calibre in situations where there is no internet connection or no wifi connection between the device and calibre (amongst other things).