Arduino MKR WiFi 1010 comunication via Wifi

I'm quite new to this, so please forgive me if my questions are stupid.
I want two Arduino MKR WiFi 1010 to communicate with eachother on a closed network. I have a external WiFi router with no internet connection that i have connected my Arduinos to, but already in the setup and "get started" they complain when I don't connect to the IoT cloud. Do I need to buy a SIM to my router and connect it to internet?? I would have wanted to have a "secret"/closed network only including my Arduinos.

Just to confirm, are you using Arduino IoT Cloud?

Well, I can't connect to the Arduino IoT Cloud since I have no internet connection. Right?

SETUP STEPS

  1. CONNECT VIA USB
  2. NAME BOARD
  3. CONFIGURE BOARD
  4. UPLOAD SKETCH
  5. CONNECT TO CLOUD - this step is not possible to do without internet, but I don't want it to be connected...
  6. PLAY!
  7. CONGRATULATIONS!