WordPress can be installed on your desktop PC. I use xampp for my local development. Then yes it can be moved online – note the “move online” is usually just move the Theme to an existing online install. The Theme is where all the look / feel and stuff is that makes each site different. Installing a new Theme is straightforward, usually works well. If you have a large amount of data in the site the move is more involved but is a standard procedure.
Yes data can be moved – there is an export/import function and I think also the whole database can be moved up – I have not done a move like that – look in the “Codex” or “Docs” at the top and there are several articles on how to move WordPress.
Doing all the development on the desktop is a real common way to do things – if you have specific questions or concerns, post them here and you should get lots of good help.
