You need internet service to initially download the software directly into the target device itself. The Spy App also uses the internet connection to send all captured data to your included web account for review. This is all the SMS, Call History, Photo, keylogger, Notes, Social networking messages, or location information (GPS) you are tracking on the target device.
In case the target device does not have an internet connection: Do not worry, you will see the data until it has. So maybe it is delayed a little bit because of no internet on the target device.