To my knowledge there are no desktop versions of CMS packages. Not really need to either.
Assuming you run Windows, goto www.apachefriends.de
and download their XAMPP tool. Unpack it anywhere on your system, run the setup.bat and you have a working PHP, MySQL, Apache combo (if you already have one or more of these tools installed on your system, you should consider de-installing them if that is possible as these can occupy ports).
Download the latest (stable) version of your preferred CMS and extract it in the 'htdocs' folder inside XAMPP. Open your browser and use the URL: http://localhost/
<name of your favorite CMS> and follow the instructions on the screen to install the CMS.
When that is done, you have a web development environment that will run one or more CMS'es without any problem. You can copy/move all adjustments you made to a host without too much trouble. Your host will require some changes though, as you will have to comply with their security rules. If you already know these rules beforehand you can adjust the XAMPP tool to include these. That way the copying of the website you created on your local PC to the host will be a lot less work.
The above is not complicated but I would advise to get into the habit of using a version control system like Git, Mercurial, SVN etc. for your website(s) as well. At first that is more work, but it will save your behind on more than one occasion. Besides that, it will make you look a lot more professional, so any fee you may collect will increase as well.
Do get familiar the online control panel, it sometimes can help you getting a task done quickly (depending on the type and version of the control panel).