You can still use EaseVR without access to WiFi. However, you will not have the full functionality of the iPhone app.
If you would like to play an experience without a WiFi connection, select it from the menu on the VR Phone. After opening PlayVR and selecting your desired experience, you will see a prompt that instructs you to insert the device into your GearVR. The visuals will start after you put the headset on your head.