Connect ReadyNAS directly to pc without internet?

My idea was to avoid sharing the connection, just to set up a router for DHCP (or doing it manually) but instead of using Plex that actually requires to be connected, using something that doesn't require internet at all. The fact is, I spoke about transcoding because that's a main feature of Plex and I didn't want to suggest something that wouldn't fit the needs.
So the point is not to speak about transcoding, but to suggest to drop Plex if this is possible (meaning if transcoding isn't needed) so that he could have a simpler setup without connecting neither the NAS nor the TV to internet but still play the content on the TV using the DLNA server of the NAS and the DLNA client of the TV only.