How do you set up an E-Mail account DIRECT to your own Windows 8 Live Mail WITHOUT it going on the internet ? I want to SET UP my account JUST in my own ” desktop” area.

I want my E-Mail setup JUST in Windows Live Mail without it going in the internet. I setup my old E-Mail up at 1st, but it went to the internet, I DON'T want any account in the net, JUST my home " Windows 8 Live Mail on my desktop area. How do I do that ? I setup an " Alias" account in the net, but now I'm getting a message saying " No new mail in 2 weeks ", but I'm getting mail from Microsoft help people.