Yes you can use the built in GPS without an Internet connecion and as Coolwhip1220 mentioned, you need a program that can work with a device that has true stand alone GPS capability. The Sprint HTC Touch Pro has that capability.
Garmin Mobile XT is a program that can work with the Touch Pro and has its own maps.
If you just want to do a little geoplotting and don't need maps, you can use a program such as
NoniGPSPlot - v2.74. Even if you just want to test out and play with the stand alone GPS NoniGPSPlot - v2.74 is a good free program to use. To get the true stand alone GPS functionality, put your device into Airplane Mode and turn off everything in the Communcations Manager.
(You can install NoniGPSPlot - v2.74 before doing this.) Then soft reset. Then start NoniGPSPlot - v2.74, hold your finger in the middle of the screen so the options come up
(this is the same as pressing the "OK" button the program will ask you to do) and tap Advanced, then tap on GPS, then select the COM Port your GPS is on, which is probably 4, press the OK button on the screen. Then press and hold the center of the screen again and when the options appear again select the Satellites button. On that screen a button at the bottom of the screen will say something like "Activate GPS" press it and the GPS radio will be started up. You'll see satellite locations near you show up and your location data will be given to you on the screen. And then you can click Back and select other options to plot points and such. I have not been NoniGPSPlot for very long, but it's an easy way to play with your GPS and be sure it works with everything else off.
Oh and of course you should be outside in a clear area when you try to start the GPS
.