Honestly, I'm a bit of a noob myself when it comes to web stuff, but here goes.
Local storage would be anything that the game uses, graphics, sounds, and the .js, that are separate files, the script you paste into your html page will use.
But, since you have ftp access, you don't have to worry about changing anything except the script you paste into the page.
As far as setting up the script you paste, take a look at the exported html.
You can pretty much copy everything in between ,<head>, and </head>, and paste that between those tags on your page, same goes for the body, except you paste the div where you want the game to show up.
Thats just from my experimentation, you will probably want to look a few things up, like how to center the div, etc.