Unless you have a web server (like wamp, Xamp, mamp etc) installed on your system, you can't preview the page with a form locally. They have to be uploaded. This is because of php files used in the form.
When you export your form, it has to be the 'manual' way (not 'automatic'). You will then get some code that is to be pasted into RSD.
In RSD you need to have a html element where you want to have your form appearing, and then in the design pane of that html element there is a little black window where you paste the code from the form builder. Don't try adding anything from the form to the resources, that doesn't work. Instead you upload the form folder and the php file to your server, and then upload the exported website to the same location.
If you don't want the form to be 'public' while testing it, you can make a folder on the server and upload everything to that.