1: You do not need to contact support to update the firmware. That process is only needed if you need to reflash it from scratch (cleaning the built in flash). It comes with a firmware build onboard, and that will update itself just like you are use to on your server.
2: It does not need internet to be setup. BUT: The GUI is very very slow when no Internet/DNS is available, and if you restore a config to it, no packages are installed automatically from the config. So it’s a tradeoff: You can restore your config “offline” on a very slow GUI, and you’ll have to reinstall any packages (all settings are preserved) once it gets online and have internet access. OR: You can shut down your server, insert the SG-3100 and restore your config.