You can download the server application locally - no need to download. Depending on what you have developed on this site, you will need different capabilities (for example, PHP will require PHP runtime).
In this regard, most operating systems come with an http server: Windows and IIS, OSX and "website sharing" (Apache httpd), and most Linux distributions either integrate one or have one installation tool.
If they are not attractive or affordable, you can get one that can be installed locally or run from a USB drive: Portable servers
To test the local http server, you point your browser to http: // localhost / , where the path depends on how you configured the server software.
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