The php files that make up WordPress, along with the theme & plugins, plus any media files can be downloaded to your desktop using an FTP application such as FileZilla. However that does not download the page/post content of your site, which is all stored in the database. To ensure you have a backup of the content you will also need to save a MySQL dump.
Thanks for the reply. So if I create in wp I can then move the website to another hosting company and keep a copy on my desktop? I don’t have to use wp for hosting?
This is the support forum for self-hosted WordPress downloaded from this site, WordPress.org there is no hosting available here, so you will need to set that up separately.
This is different to WordPress.com for details of the differences between WordPress.com & WordPress.org, please see http://en.support.wordpress.com/com-vs-org/ If you are setting up a site on WordPress.com, you are on the wrong forum and need to go to http://en.support.wordpress.com
