Your set lists, items and practice log live only in this browser (localStorage) — nothing is uploaded. To move or share them, use the set-list ⋯ menu: Share set-list link copies a link encoding the whole set list (open it elsewhere to import a copy); Share settings link shares just the loaded item; Export all / Import file back up everything as a JSON file.
This is a single-page app — save this page (Ctrl/⌘+S) and open the file to run it fully offline, no server needed. One catch when running from a local file://: it won't auto-save your set list between sessions, so export a backup (set-list ⋯ menu → Export all) to keep your work.