Officially… when it’s ready.

Just connect to your phone as a hotspot, start the game then disconnect the Wi-Fi.
Alternatively the Train may have free Wi-Fi.

Get the box and the receipt (take photos for evidence), go to the police and tell them you know who stole it as the serial numbers match (which are 100% unique).

You can reinstall SteamOS using a PC and a USB Thumb Drive.

Oh and you can see your unique hardware details and serial number in your account:
https://store.steampowered.com/account/hardwareused