LEM upgrades do not require LEM to have access to the Internet. Download the upgrade package from the customer portal on another machine, and then extract that package and place it in a CIFS share, and then use LEM's SSH session to issue an upgrade command. Detailed instructions should be here:
Upgrade the virtual appliances - SolarWinds Worldwide, LLC. Help and Support
For LEM 6.5 you'll actually get an ISO file, place that in the share path and point the LEM to it through SSH.