SoundGrid Studio and UR22

Hi, how are you? I have questions

1- I have to use the internet to link my own interface inside it? I don’t wish to share with anyone…
2- How to make the signal flowing inside the SG mixer from my UR22?
3- I can make processing like plugins without using a DAW, correct?
4- Even my interface not having DSP I can use it for improve performance?

Sorry for the questions and have a nice day!