A Moodle site can only have one web address (URL). When you install Moodle it uses the address in the browser: as there can only be one address this "must" be the correct one.
Normally if you wanted to use a different address you would first to add a DNS record for the name (e.g. moodle.example.com) and probably configure this address in the web server.
If you're using the Install Package for Windows then this is designed for limited (i.e. evaluation rather than production) use. Other people can only access the site using your local IP address (e.g. 192.168.10.34), not a name. So if you find out your computer's IP address and put that in the browser's address bar you should find that Web address picks up this address instead. Once installed other people on the same network should be able to connect as described here (firewall permitting).
If you wanted to set up a site that could be accessed on the Internet then you would need to set up a web server first. How you do this depends on the resources available to you: technical skill, IT infrastructure and budget. You could develop your Moodle site on your machine and copy the site to a web server later. MoodleCloud allows you to have a Moodle site on the Internet for a 45-day trial free of charge.
If you have more questions, please ask. Don't apologise for not knowing things, these forums are how we all learn.