You can, from the command line. If you have 3 packages already downloaded, say a.hpkg, b.hpkg, c.hpkg, then run this from the directory where you downloaded the files:
pkgman install a.hpkg b.hpkg c.hpkg
If all the interdependencies are fulfilled, it may be smart enough not to download anything. Nope, it still tries to access the repositories to update their contents. To avoid Internet access, you'll have to drop all the repositories (use the "pkgman drop" command), then do the install, then at some later time when you want Internet repositories, add back the repositories (make a list before you drop them).