If you would like to test drive your new theme or you want to get familiarized with it before deploying it to your live website, you can install and run WordPress locally on your computer.
For easiest installation process we suggest using one these free software:
- Local by Flywheel is free tool allowing for easy local WordPress testing and development. Works for Windows and Mac computers.
- DesktopServer by ServerPress.com (the free version is sufficient enough). Works for Windows and Mac computers.
For information on how to set up those tools please refer to their documentation or video tutorials. Once they are installed, you can run a WordPress locally and install the theme according to instructions in theme documentation.
You can also check out the official WordPress Codex info about installing WordPress locally on your computer.