You can use Neo4 Desktop without internet. The error you got just said that Neo4j Desktop can't install the online version of Neo4j Bloom so it will install the version provided within Neo4j Desktop, that's all. You can also enable the offline mode here.
Neo4j Desktop is the same for the offline/online mode, Neo4j Desktop is a tool to help you manage your databases, it allows you to connect to remote databases or create local databases.
I think there is something wrong with my computer environment.
The java version is jdk11, but the powershell ( 64 bit ) does not work properly. Blocked by the security policy, but I don't know where to stop this policy