How do you test plugins that need links without taking site live?

I’m very new at this. Trying to build an app with the Twitter OAuth. On the twitter developer page it requires a callback url and the only way I was able to get it to work was by taking the site live and giving the url of my site. In general, how do you deal with things like this without having to go live?

You usually try everything in a test app, first. Then you can be confident it’ll work later.

I don’t understand, how do your provide for example a callback url to twitter without going live?