I am not 100% sure what you are trying to do. CircleCI machines are connected to the internet so you can send and receive data from any other place.
If you want to use your “local” computer the biggest challenge for you will be poking a hole through your router to allow inbound access from CircleCI.
You could probably use a dynamic DNS provider to follow your external IP address as it changes.
However, this is almost certainly the wrong way to do it. It is better to get your project working on CircleCI itself, so you can test it in the build server itself.