Stuck creating Sandbox

Please consider I am a total newb regarding WP.

Yesterday, I installed WP on my site and added a theme (Atmospheric Augmentation). Now, I want to play around with the design of the theme so I tried to create a Sandbox on my HDD. However, I’m stuck.

According to I have to go to my site and save 3 different views.
Let me get this straight: I go to jasonx.org and simply Save as… which creates a HTML version and a folder with some files?

If so, the next step should be to open the HTML file and change part of the code. However, I can’t find that part of the code in the file.
What am I doing wrong here?

Thanks!