How can I install CKEditor on a server without downloading the files locally?
Pantheon assumes that you are using git; although there is an on-server development feature, the primary workflow is designed to use git as a conduit between your local machine and Pantheon's servers.

Nearly all tutorials you encounter will also assume you are able to download files to your server/local machine.

Even if you don't install Drupal to your local machine, you can clone your Pantheon repository and download/edit/commit the files locally without running Apache, MySQL, etc.  (Documentation here)

I would not try loading modules via URL using Pantheon; you need to learn how to use Git or you will constantly be running into problems later when you try to sync your sites.

Alternately, if you just want a WSYIWYG editor and some other nice features, you could try spinning up the Panoply distribution of Drupal 7, which includes a bunch of modules pre-configured out of the box (though it still has a fair number of bugs).