Downloading extras locally can't store a repository to be checked for updates. In order to enable the update feature, you need to edit the database.
Using a database client such as phpMyAdmin or Sequel Pro, open the <prefix>transport_packages table. Find the row for the package that you installed locally. Edit the 'provider' field to have the ID of the provider the extra should be downloaded from. The IDs of the available providers can be taken from the <prefix>transport_providers table.