As far as I’m aware, you can’t - the Sonos requirements are listed at https://support.sonos.com/s/article/126?language=en_US and the very first one is “High speed wired internet connection such as cable, fiber, or DSL”. As far as I’m aware, you need the internet connection to be able to set it up in the first place.

Once everything is working, then you can use it without an internet connection for locally stored music, but that’s all - and even then, some things/settings just won’t work.