Try using Virtual Router, which is available from CodePlex: https://virtualrouter.codeplex.com/
When you install and run it, it allows for creating a wireless hotspot without an internet connection. You'll need hardware that supports it, though, which means pretty much everything that has Windows 8 pre-installed, and most of what has Windows 7 pre-installed. Most fairly modern computers support the feature. The best way to find out is to just install it, if it works then that's great, if it doesn't then no harm is done to your computer anyway.
If you have Ethernet ports nearby, try connecting to them, you can play on wired connections too. Otherwise, it's possible to use a mobile phone to start a wireless access point (iOS, Android and Windows Phone all support this), however beware that additional data charges may apply from your carrier for background data usage (e-mail sync, backups etc).
If you don't want to risk that either, then look around for a spare wireless router at home, or ask your friend if you can't find one. Routers work even without an Ethernet cable plugged in, in which case you can't connect to the Internet, but you can connect to other people on the same network (your friend). If you want to buy a router for this, there are some really cheap ones around - we bought a wireless router for about $8.50, and it's still working.