That's the main difference between setting up a local copy of Zen Cart and setting up on a server - on a server, you can ask people to try it out. (Though even a local copy can be temporarily opened up so that others can see it. But this is not advisable for a number of reasons.)

Personally I use both methods. When I want feedback I put the whole thing into an obscure directory on the server, give out the URL and ask for feedback. But I always have a local copy running in MAMP so I can experiment. The local copy also helps me when I'm answering questions on the forum.

Rob