How can I update my iPhone without internet connection?

If you have an iPhone 12 or 13 with a 5G cellular plan and are on a 5G network, you can update over cellular.

Updating with 5G.

https://www.idownloadblog.com/2021/10/06/ios-updates-over-5g-tutorial/

If you have an older device, you need WiFi and cellular. Ask a friend to use their computer or take it to an Apple store and ask to use one of theirs.

Update using your computer -

https://support.apple.com/guide/iphone/update-ios-iph3e504502/ios

You could also try going to a McDonalds, Starbucks, Library, etc. any place with WiFi and use their WiFi connection.

Go to Settings > General > Software Update.

https://support.apple.com/en-us/HT204204

No. It normally needs an internet connection to download the update package from Apple's servers. There isn't really a way to get a physical copy like old DVD-ROM for OSX or copy over a dmg file like some Mac updates. For a direct update on an iPhone it requires a direct connection to the internet via Wi-Fi (or some newer ones can use 5G). Via a computer it just needs internet access and the update data is unpacked on the computer and passed through a Lightning cable.

However, it's possible to use any internet connection that will connect to Apple's servers. Not all do. Some public Wi-Fi might block access to certain domains that might use a lot of data, like Speedtest or update servers. If you have access to an Apple Store, that would be a great place to do an update.