No, you do not need an internet connection to play. You may have to change a setting to play offline, but that's it. I play the majority of my Steam games off line. I usually leave new games on line as there are often updates to the games I would miss otherwise. But for old ones, you can play them off line to your heart's desire.
GOG has it for $9.99 and then entire series for $29.97.
In my PC corner for the winter, gaming, knitting and reading.