There is a software opt-out in the settings, but how effective that is may be questionable.
To be certain, you can disconnect the antenna that is used for cellular connectivity. How to do that will differ model to model and you would need to reference a factory service manual.
To be very certain, you need to disconnect power to the module with the cellular interface, which may mean switching to an aftermarket head unit(stereo) if the cellular unit is integrated with the infotainment. That can be as simple as removing a fuse or it may mean getting access to the module and removing and isolating the power wire from the connector of the module is separate from the infotainment.