WiFi is the primary wireless communication method for tablets. The primary secondary method, Bluetooth, is not used for the same things as WiFi.
The Fire HD 10 Kids Edition naturally comes with WiFi. It is needed for anything that requires internet access. Watching streaming videos, for example, will require internet access, as do other things such as online games.
Anything that is completely downloaded to the tablet, though, such as a game or video that doesn’t require access to the internet will work without WiFi being available.