Basically you do this to prevent the program from connecting to the Internet:
From start menu, search for "Firewall" and select Windows Firewall with Advanced Security
Choose Outbound Rules from the tree at the left.
Choose New Rule... from the menu at the right.
New Outbound Rule Wizard opens. This is really easy now:
a. Select Program as rule type.
b. Select the program's EXE file.
c. Choose Block the connection.
Choose the profile this rule applies to. If in doubt, select all three.
Add the descriptive name (you may want to delete this rule later).