Hi there - only Agile Central Community Edition (which is what you're using as far as I can tell) is free-of-charge, and it is web-based (SaaS) so does not allow for local (On-Premise) install.
I'm not sure what you mean by you don't have any data in projects since it's web-based - you should all be able to access the information in the subscription, as long as you all are in the same one .
Please clarify and we can see how we can help!