"Online" functionality

Hi all,
I have just recently purchased DT Personal. Every time I launch the program, the splash screen prompts me a red alert message: “Your Mac is offline. Many features are not available.” (message is originally in German)
What does that message refer to? Would that be connected to an iPad app via cloud? Is there any other way to be “online”? My computer is connected to the internet at all time. What features am I missing?

BR
Christian