You will need a SIM Card inserted into the device even if it's temporarily to go through the setup and arrive at the home screen. The SIM Card only truly needs to be inserted until it's done the "Activating" portion of the setup. Which does require an internet connection.
Once that is done you can follow what Just_Me_D stated and that will show you the battery health.
Pending the phone is unlocked or from your current carrier and you already have a Nano SIM in your current phone you could use your current SIM Card to get past the setup portion and then check the battery health.
I understand that you're wanting to know how to do it without inserting a SIM Card but as far as I know you're required to insert one. I live in Canada and at least any iPhone I have ever setup has required one.