a few questions about configuring the AirPort Express

[e7lnhz5s]

I just bought an Apple Airport express 802.11n today which I will be taking to college to use in my room. The laptop I have that I will connect to it is the MacBook Air. My college requires that before I connect my AirPort access point to the Internet, that I must configure security settings and everything first, my question is that I can do this wirelessly with the AirPort Utility right? unlike most computers which need to connect a Ethernet cord from the PC to the LAN port on the router. and can I still configure it if my Ethernet cable from the AirPort is not connected to the data jack on the wall (Internet). Also, could I just do this at my home and then when I get there, just connect the AirPort to the internet and be able to get online instead of having to do it there? Thanks.