How to install cmdstanr on server without Internet?

Sure.

> Sys.getenv("PATH")
[1] "C:\\Users\\dell\\Documents\\R\\win-library\\4.0\\rtools40\\usr\\bin;C:\\Program Files\\R\\R-4.1.2\\bin\\x64;C:\\Windows\\system32;C:\\Windows;C:\\Windows\\System32\\Wbem;C:\\Windows\\System32\\WindowsPowerShell\\v1.0\\;C:\\Windows\\System32\\OpenSSH\\;C:\\Program Files (x86)\\NVIDIA Corporation\\PhysX\\Common;C:\\Program Files\\NVIDIA Corporation\\NVIDIA NvDLISR;C:\\WINDOWS\\system32;C:\\WINDOWS;C:\\WINDOWS\\System32\\Wbem;C:\\WINDOWS\\System32\\WindowsPowerShell\\v1.0\\;C:\\WINDOWS\\System32\\OpenSSH\\;D:\\Matlab\\runtime\\win64;D:\\Matlab\\bin;C:\\rtools40\\usr\\bin;C:\\rtools40\\mingw32\\bin;C:\\rtools40\\mingw64\\bin;C:\\Users\\dell\\AppData\\Local\\Microsoft\\WindowsApps;"
> list.files(file.path(Sys.getenv("RTOOLS40_HOME"), "mingw64", "bin"))
 [1] "addr2line.exe"                     "ar.exe"                           
 [3] "as.exe"                            "autopoint"                        
 [5] "bunzip2.exe"                       "bzcat.exe"                        
 [7] "bzcmp"                             "bzdiff"                           
 [9] "bzegrep"                           "bzfgrep"                          
[11] "bzgrep"                            "bzip2.exe"                        
[13] "bzip2recover.exe"                  "bzless"                           
[15] "bzmore"                            "c++.exe"                          
[17] "c++filt.exe"                       "cc.exe"                           
[19] "cjpeg.exe"                         "cpp.exe"                          
[21] "djpeg.exe"                         "dlltool.exe"                      
[23] "dllwrap.exe"                       "dwp.exe"                          
[25] "elfedit.exe"                       "envsubst.exe"                     
[27] "fix-qdf"                           "g++.exe"                          
[29] "gcc-ar.exe"                        "gcc-nm.exe"                       
[31] "gcc-ranlib.exe"                    "gcc.exe"                          
[33] "gcov-tool.exe"                     "gcov.exe"                         
[35] "gendef.exe"                        "genidl.exe"                       
[37] "genlib.exe"                        "genpeimg.exe"                     
[39] "gettext.exe"                       "gettext.sh"                       
[41] "gettextize"                        "gfortran.exe"                     
[43] "gprof.exe"                         "jpegtran.exe"                     
[45] "ld.bfd.exe"                        "ld.exe"                           
[47] "ld.gold.exe"                       "mingw32-make.exe"                 
[49] "msgattrib.exe"                     "msgcat.exe"                       
[51] "msgcmp.exe"                        "msgcomm.exe"                      
[53] "msgconv.exe"                       "msgen.exe"                        
[55] "msgexec.exe"                       "msgfilter.exe"                    
[57] "msgfmt.exe"                        "msggrep.exe"                      
[59] "msginit.exe"                       "msgmerge.exe"                     
[61] "msgunfmt.exe"                      "msguniq.exe"                      
[63] "ngettext.exe"                      "nm.exe"                           
[65] "objcopy.exe"                       "objdump.exe"                      
[67] "pcre-config"                       "pcregrep.exe"                     
[69] "pcretest.exe"                      "pkg-config.exe"                   
[71] "qpdf.exe"                          "qpdf21.dll"                       
[73] "ranlib.exe"                        "rdjpgcom.exe"                     
[75] "readelf.exe"                       "recode-sr-latin.exe"              
[77] "size.exe"                          "strings.exe"                      
[79] "strip.exe"                         "tjbench.exe"                      
[81] "widl.exe"                          "windmc.exe"                       
[83] "windres.exe"                       "wrjpgcom.exe"                     
[85] "x86_64-w64-mingw32-c++.exe"        "x86_64-w64-mingw32-g++.exe"       
[87] "x86_64-w64-mingw32-gcc-8.3.0.exe"  "x86_64-w64-mingw32-gcc-ar.exe"    
[89] "x86_64-w64-mingw32-gcc-nm.exe"     "x86_64-w64-mingw32-gcc-ranlib.exe"
[91] "x86_64-w64-mingw32-gcc.exe"        "x86_64-w64-mingw32-gfortran.exe"  
[93] "x86_64-w64-mingw32-pkg-config.exe" "xgettext.exe"                     
[95] "xmlwf.exe"                         "zlib-flate.exe"