When first run the GPA, I can not create a private key without connecting to the Internet. An error message appears. It is in fact a bug or a feature? OS Win XP sp3, gpg4win-light-2.3.2
Could you tell us more about the process how you try to create a keypair? Normally you can create an OpenPGP keypair locally. Once created you can send your public part of the keypair to a keyserver, so everyone can search for it, so send you encrypted mail. But this last part is an optional step. So the initial creation should not require an internet connection.
The process, how to create a keypair is documented in our Compendium: https://www.gpg4win.org/doc/en/gpg4win-compendium_12.html