Very beginner question: how can I see my site?

I will be honest and say that this is the first time I am using WordPress, I am a graphic designer and usually work with Dreamweaver but am trying to branch out. I know nothing about writing code (although I hope that will change).

I am working on a site for a client, and I have a page up with an image that says “under construction”…I would like to keep it there while I am working on the site since the site address has already been made public (and I don’t want people to see my incompetent messing around and learning WordPress, entertaining though it may be)! To this end I have downloaded the plugin “theme test-drive”

Basically, if I understand correctly, I download a theme and then make changes to the colours/add images until it looks the way I want it- seems straightforward. But I have the Penhang theme and the Twenty thirteen, and I make changes, and a) I can’t see them, the screen to the right of the dialogue box stays grey, except for the title in plain text if I close the dialogue box and b) if I do choose to “save and publish” then still nothing happens other than the fact that it says “saved” on the right hand button.

I don’t see any “live preview” buttons while working, only when I switch between themes, and even then, it still gives me a grey screen. I also downloaded “WP live preview links” plugin.

Any help for this would be much appreciated, I really have no idea where I am going wrong…