Install a package without packagemanager

As a side note, I downloaded YAK standalone from Yak on a CI server - #2 by will and I get this message when trying to execute it:

An unexpected error occurred
System.AggregateException: One or more errors occurred. ---> System.Exception: Internet access disabled by Rhino

Even though the .exe file is in another location (it’s inside my downloads folder).-
Where is the setting being read from?
Can I somehow circumvent it?