Here is how to setup a local copy of WordPress on your PC. The above diagram shows you your PC (it could be a laptop) with WAMPServer running on it. Assuming you have installed WAMP (or looked at the tutorial video) we can now install WordPress.
The diagram above shows the concept of running WAMPServer on your home computer, then you will install WordPress on it. I suggest doing your testing and customization on your PC version of WordPress first and then upload to your hosted version which is probably running on LAMP (Linux, Apache, MySQL, PHP) or some variation of that theme. When visitors go to your site, they go to it on your hosting provider and not your PC.
Watch or Visit this link for a YouTube video I created on Installing WordPress on WAMPServer.