That is the exact purpose of the offline installer. Once downloaded, the file contains everything required.
If you have landed on this page, you are likely searching for a very specific piece of software: . You are probably not looking for the newer 4.5, 4.6, or 4.8 versions, and you are explicitly avoiding the "web installer" (which requires an active internet connection during setup).
The (also called the standalone or full package) contains all the necessary CAB files. It does not download components during setup, making it ideal for:
Obtain the dotNetFx40_Full_x86_x64.exe (or similar) file from the official Microsoft Download Center.