Some will require a net connection to authorise, in which case you will need the internet but it should only be using very little data. Some of those only require this every now and then, so letting it connect once will mean you can run without a connection after that.
Some may want a net connection to serve ads (or for in-app purchases), and in some cases will refuse to run without it. Nothing you can do there. And some might want a net connection for ads but will run fine without it.
There's no general rule, nor any general work-around which will work for all games.