If you are looking for a secure cold wallet for PC then you can use Electrum. This wallet is definitely very safe for your money, and there are other Windows wallets that are just as secure to use. Moreover, if you need a wallet to keep your money very safe, then you can use hardware wallets, they are more secure. So if you are using hardware wallet it will be best and I suggest you to use it as it is not likely to get hacked. And if you want to setup Electrum wallet on Windows then of course you should do it offline it will be most safe for you. If you set up your device offline then malware virus can attack you which can be fatal for wallet, that's why you don't do it online is risky online. So you should keep this in mind never take online help to setup Electrum wallet otherwise there may be various problems.