How do you run Claude locally instead of in the cloud, and why would you want to for client work?

One member described running Claude locally by storing it on a disk/drive rather than using the cloud version. The install process quickly filled up local storage, so the plan is to move it to a separate hard drive or a dedicated desktop computer to keep it isolated from the main system while still working out how to operate it. The stated rationale for running it locally rather than through the cloud is client confidentiality — keeping control over what data the model can access rather than sending client information to a cloud-based service.