If your tablet was Android or IOS and you installed the app you would need the Internet only to download the file. Once downloaded you could listen offline. However, as your tablet is Windows 10 it seems the only option offered is streaming in a web browser, which of course does require an internet connection whilst listening.
Unless there are workarounds the service is far too locked down for me to want to use, and is effectively useless for people in your position.
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