You need to define what you mean by locally.
If you try to start the index.html, and you get a warning , that is C2 telling you that using it outside a browser is a bad idea.
If it doesn't run, or you get some other error then your system is set up to not run scripts which is a good idea.
If you want to run the file after export, you can google how to setup a server on your own system, or upload it to a host, or portal like the arcade.
There are many different ways to go, but again running a plain html5 game on the desktop is a bad idea.