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Collections are a way for you to organize kata so that you can create your own training routines. Every collection you create is public and automatically sharable with other warriors. After you have added a few kata to a collection you and others can train on the kata contained within the collection.
Get started now by creating a new collection.
You've just quoted the example showing how to use it.
The kata here on CodeWars are optimized to be solved here on CodeWars.
If you'd like to solve on some other platform, that's your choice, but that would be a bit harder.
In this particular case, you'd have to learn how to print a variable in the language you're coding in, and then copy-paste the value into your platform.