If you're working offline with IE, the browser is not connected to the Internet. Clicking the saved links in Favorites will result in Internet Explorer going online to open the page. You could e-mail the three pages you want available for review while researching but you'd need to test that to see if you can work with the results.
A better method may be when you're ready to research, open the pages with IE and then switch to offline. Then, use an alternate browser for your research.