You need both an active PS Plus membership and an internet connection to play Rainbow Six: Siegeon PS4 (and most other online games). You can't play Rainbow Six: Siege without both.

Do you need PS Plus to play Siege free weekend?

You will need PS+ in order to play the PvP content within Siege for the Free Weekend. You should at least be able to access Lone Wolf Terrorist Hunt and the Situations without PS+.

Do you need online to play Rainbow Six Siege?

Yes, actually. Once the game is installed, you can play in Offline Mode. Doing so will give you access to two modes: Situations and Terrorist Hunt.