No, you don't need anything remote to get started. You just type all that stuff in when you want to upload the site.
You can just build everything in Dw and view it in your browser locally. The only difference will be that the address in your browser will be different. Instead of something like http://mysite.com it will look something like file:///Users/username/MySite/index.html (well, that's an example of what it might look like on a Mac). You just right click on your web page file and open it in your browser.