I recently got that question, "can you build your own website on your own computer?"
We all know that to develop a website like a wordpress website, it's done on the web. Once the website is ready it is accessible on the web. So most of the times we think that websites have to be developed online.
You can also develop your own website on your own computer, and then transfer it later. In order to do that, I invite you to go to wordpress.org/support and do a search for "Installing WordPress on your own Computer". Let's look at what it takes and also if it is a good solution.