If you have sophos central managed endpoints then you use the following KB article to install message relay and update cache and then use the command like interface to specify the location of message relay when running the installer.
Now all you need to do is run the sophos installer through windows command prompt with the following command
Install using a Message Relay:
SophosSetup.exe --messagerelays=192.168.10.100:8190 ( Note: Use the Ip address of the server where you have message relay and server should be able to reach to internet)
[:)] what was the command? SophosSetup.exe? You did copy it to the PC, opened a command window, changed the directory to the containing folder and then typed SophosSetup.exe?
What do you mean by it doesn't have internet access . You endpoint client should be able to reach to the server where you have update cache installed . If clients are not reaching to the server ( Where update cache is installed) then unfortunately, endpoint clients won't install as they need to have communication with the server and that server should be able to have communicate with internet
