Mac or PC?
I tend to use my MAMP install of Moodle, on my Mac, as my local sandbox. MoodleCloud is a good choice, but one cannot install many of the Moodle plugins on MoodleCloud as you can on a sandbox moodle.
If you have a PC, explore the Moodle Installer package for Windows.
Both the Mac and PC installers can be found on the Moodle Download webpage.
As you might be detecting, these local machine installs do not work well as a production environment for real students. MoodleCloud does work well for real students, up to 50 for free.