Issue: You are not connected to the internet and you do not have the weather files

As @minggangyin states, this has nothing to do with the non-availability online of weather files from the US government web site. However, I would suggest that you search the discourse discussion for the error message you posted. This for me turned up the very useful ending at Export to OPENSTUDIO error "ModelCorePINVOKE" - #43 by chris

There is more than enough information there to determine what might be special about your installation. I suspect that the lessons we have all learned about relative compatibility of each version of ladybug tools with each version of open Studio or Radiance apply equally to Ladybug Legacy tools as to the current distribution. 1.4 Compatibility Matrix · ladybug-tools/lbt-grasshopper Wiki · GitHub