Hi Timur,
Theoretically, you should be able to run the WebGL build locally. However, due to security restrictions of your browser, it might be that you get a problem due to CORS.
I usually set privacy.file_unique_origin to false in the settings of Firefox to test my game locally, then set it back to true. See here. (You do not have to download anything.)
See also:
- Forum User Guides : How to mark a topic as solved