If you want to try things out on a test site, you can create your own local site that only you can see.
Install a web server locally, such as apache or node, and create some HTML pages.
Edit your 'host file' to set your local computer up to thing it's talking to a 'real' web server on the internet.
On a mac, you need to edit /etc/hosts, on Windows it's usually C:\Windows\System32\drivers\etc\hosts
and add a line such as:
Save the file, on Windows you may need to reboot before it's active.
(127.0.0.1 is the loop-back IP address for any device to look at itself)
You should now be able to go to your web browser, go to www.mytestsite.com and it will show your local web server.
Now just edit the html file to include the utag.js code, as you would for a live site.
Hopefully that helps?