When building websites there are a few general best practice items to help you get the best performance out of your website. When using Umbraco you have some handy features built in like the Client Dependency Framework (CDF) that can help optimize your site.
There are a lot of ways to setup Umbraco locally. This is a step-by-step on setting up a database in SQL Server Management Studio and configuring Umbraco to run locally.
Here is a simple macro that you can use to pull in your RSS feed and output an HTML unordered list. The functionality is simple and setup is minimal.