How to work on my site when I am not connected to internet

Not really. You can install WP on your local computer, but that would be a totally separate copy of your site (you’d need to move a copy there to begin with as well); so you’d need to make the changes over again on your live sites, or move changed files to there via FTP.

Thats what I mean- if I can do it via FTP.
So you’re saying that it is possible?

Yes, you can move files via FTP – see:

https://codex.www.ads-software.com/FTP_Clients

But note that changes in the database won’t be moved by FTP – you’d need to more the database separately.

https://codex.www.ads-software.com/Moving_WordPress

You can install WP on your local computer and run the wordpress site.If u want , then u can modify the site and also install plugins and theme also..

I think you need something like WAMP Server. It’s kind of virtual server. You can install your WP on your local computer. And then you can either upload them to your server. Or use your export tool.