Thr FN part is notable if you have a recent computer. A lot of laptops and keyboards ship out with media keys as the default on the top row now, and you must hold the FN key to use F10. Lot of people don't realize this and think Shift+F10 isn't working.
Possibly an easier option: you can let it connect to the internet, and then when it tells you to set up a Microsoft account, click on "Other sign in options" (or whatever it says beneath the text box). Then select "Domain Join instead". It'll let you use a local account, expecting you to join it to a domain later, then you just...don't join it to a domain.
Always be sure to use something like O&O ShutUp10 or Winaero Tweaker after you reach the desktop, so you can shut off all the bullshit, otherwise it will keep harassing you to make an account. I think you need to uninstall OneDrive too, to stop it hijacking the address bar in file explorer with constant nagging to set it up