Welcome to the forums. First off yes by default only players that play on b.net can make them. If you want them in offline play you must use the Runeword Mod, RWM, from the Single Player Forum.
Unlike Diablo 1 when you play on b.net the saves are saved on blizzard's computers not your own. While it is true that b.net players cannot play with single player, or offline players, with the exception of the ubers and the charms they drop you can make SP the same as b.net. See the link to the ATMA/GoMule and RWM sticky I provided.