Do you mean the chat history?
I am fairly sure that is not possible on Mac or Windows, you will need to log in. This is because you need to be logged into your account to see previous conversations because otherwise, anyone could go through you personal files. And to log in, you need to be connected to the internet, because Skype doesnèt have a work offline setting.
Once logged in, you can copy and paste your log files into a word document to save for offline use, though.