It's really not all that bad or hard to set-up your own server for offline play, but you're going to need the internet for at least a bit to get it up and running properly.
Download Akka's installer. Run that badboy and start from there. The current iteration is upto the OoW expansion thanks to the PEQ team among other's I assume. So it's not going to be strictly classic era. With enough effort you can get it close to that, but it's likely never going to be the level of detail P99 has created due to their years and years of working on it.
Don't let anyone discourage you, if you're willing to put in the time and effort you could wind up with something truly wonderful of your own making. There's more than enough resources and documentation to learn everything you'd require to know with just a bit of searching.
Good luck!
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