newbie

You can install WordPress on your computer – http://codex.wordpress.org/Installing_WordPress#Installing_WordPress_on_your_own_Computer

But a local install won’t be accessible on the internet – most people only use that for development of a site. But if you do that, you will then need to move the site – see: http://codex.wordpress.org/Moving_WordPress

If you have a hosted site, no, then you don’t need to install anything on your local computer – in that case, it’s all done using a browser.