WordPress software

I’m a total beginner so this question might be obvious to others, not to me.

I thought that wordpress software, downloaded, was a program. That I could open it on my computer, do all the work of formatting and themes and writing, offline…and then upload to my hosting site. When I go to my host I can use the wordpress dashboard there, but I don’t want all my edits being seen in real time, and I’ve watched tutorial videos of people using separate software on their computers and the uploading but cannot for the life of me figure out how to do the same.

I downloaded 3.5.1 and all I see is a download file of STUFF but no program I can run, at least nothing that’s not in cuneiform. What am I missing?!