This question actually is a bit too broad. As it would mean to explain you how to develop and deploy a site on your local computer. Which is a pretty opinion-based thing. And which additionally isn’t specific to WordPress.
But you could simply start to follow this Codex tutorial: Installing WordPress Locally on Your Mac With MAMP or this MAMP tutorial: MAMP (Windows) Documentation > How Tos > WordPress. Then develop your site.
When you are done you need to upload every single file to a web server via FTP for example. Also you need to dump your local database and import that on your server.