No, there are no connection limits - only time limits & IP/domain address limits (typically a single address & domain).
You need to have something that connects to the Internet if you want a certificate from them since you need to create the keys and signing file locally and send some of this to them, they then add their bit and send you something back - typically this happens using a web page but it can be done over email too.
The information you receive back then needs to be put back onto the server. You could do this via USB stick if needed so the server doesn't need Internet access.
But then, as @pjc50 has pointed out. If the server doesn't have Internet access, do you want to have a publicly certified certificate?
Privately certificates are fine for testing purposes but a corporate/enterprise intranet should have a certificate issued by your enterprise PKI not a public PKI.