If they do, can someone suggest a path of least resistance given my goal to create a web site with WordPress?
Nobbie's idea is a tad more realistic particularly if you might ever want to turn your box off without losing your WordPress work.
OR you could just install XAMPP for Windows on your current box (if you don't have a *nix box).
The real question here is 'are you going to used shared hosting or a VPS' when you go live. If you plan to have a like really powerful WP site that's going to get 1000's of unique IP's a day and you use it to make a living or run an organization - you'll need to have a VPS, and thus you really need to learn Linux (try sticking to one flavor/ distribution family) if its going to be a personal site (or two), you proabably don't need to learn a new OS -- just find a reliable host, and know how to use FTP, CHMOD and the mechanics of Cpanel.
This is only 'my opinion', but it is spoken without prejudice as I have XAMPP (XP & W7) boxes, Linux servers, and Windows servers that run both Apache and IIS. BTW, I run WordPress sites (and lotsa other stuff) on each different flavor.
Oops -- one last thing - the steps to move a WP site from one locale to a new server are the same whatever the Host Operating System, so it doesn't matter if your 'local' site runs on Mac, Windoze, or some *nix variant for the local box - you will be able to move it all to a hosting plan.
Good Luck and have fun