Download the following packages from a machine that is connected to the Internet:
.NET 3.5 (one package for x86 and x64)
SQL Server 2008 Express with Advanced Services
SQL Server 2008 SP1
On the computer where Veeam Reporter will be installed, create the folder "VSDL" in the local temp directory: %temp%\VSDL
Copy all three packages (x86 or x64, depending on the platform) to the newly created VSDL folder.
Launch Veeam Reporter setup and follow the instructions. The executable will "see" the aforementioned packages as well as any others and install them one by one.