The development or roll out of your site would normally take place remotely, but if there are specific reasons why you would want this done literally at your own office then this should be quite feasible, albeit considerably more expensive.
It is quite reasonable these days depending on your site's traffic or load to host your own website - a webserver is just a PC after all and if your CMS or DBMS is required as an in-house `intranet` then this can makes sense, but it is more in the domain of the development environment where this is required. Nevertheless, if this is what you require and prefer your IT on-site then it is a viable option.
Most web-servers are run on Linux [LAMP] and if you want to `port` or host your site with an ISP then this is very much a standard. If you host your own server then XAMPP [Windows] is actually a pretty fair option and you need not become a Linux command line guru. This is sometimes looked down on by professional developers and there are pros and cons either way. If you only ever plan to keep your site and/or systems in-house and you are a Windows-based company then there is actually little reason to deploy a Linux server [in-house].
As a /dev company, we naturally deploy Linux and we have lots of #nerd reasons for this, but it's unlikely to make a jot of difference to you as a commercial company. With in-house /devs you'll go this way, but if not then don't just accept this as a default. There are many very large corporates with in-house systems running on XAMPP and IIS.
If you are seriously considering this option [in-house hosting] and you don't want to pay a fortune to Cloud based ISPs then there is another way and it's called NGINX, which is awesome and will probably compare with the performance of your ISP as a local server - this is Linux/Centos only though.