Right now I don't have a working internet connection on my Ubuntu 12.10 . So is there a way to download some kinda archive or debian package and copy it to my Ubuntu and then install it ?
It depends on the version you want.
Openjdk is in the repositories. You can download the deb file and its dependencies from http://packages.ubuntu.com.
If you want an Oracle JDK then you must download an archive from Oracle and install it. You have good documentation here: https://help.ubuntu.com/community/Java#Oracle_Java_7