The engine itself doesn't connect to the internet, but some WHQL certified videocard drivers do. It should be enough to let it connect once and it shouldn't connect again. Unfortunately I wasn't able to workaround this issue.
Besides that, WME Project Manager is connecting to the internet to check if there's a new WME version available. This can be disabled in the ProjectMan settings.
I'm not sure if you're talking about ProjectMan or the engine.