Does a wireless printer need a wireless internet connection?

I recently bought a wireless printer for my laptop. I'm not a complete technophobe but nor am I brilliant with these kinds of things so bear with me! I asked the salesperson if a wireless interent connection was needed for the printer to connect with the laptop (as I didn't know how it would know what to connect to without one) and he said no. When I tried to connect it to my laptop, it asked me which network I would like to connect to and was offering me all of the wireless networks that are in my surrounding area, further leading me to assume that a wireless piece of hardware requires a wireless internet connection to allow it to connect to your PC...is this correct? Many thanks in advance :)