Local wifi network

So, for the purposes of using my vr headset to play steam games, I've been thinking about somehow just plugging in a router to my pc without using a modem or having one near by and that I can take with me and creating a local network to connect bith the vr and pc to without having to be connected to the internet so I can play games without hoping for a good internet connection, is this possible or am I just gonna have to suck it up?