You don't need to publish your site locally to test your project. You can publish your project locally when you need to upload the files to your webserver manually.
Davide: but, if one wants to see if the links work properly, then you have to do a local publish (unless you want to take a chance and publish remotely). The question was: does the form action of mailto: work without publishing? (I tried it and it apparently does not, but then it could have been my settings, which is why I'm asking).
I never publish my projects locally... I just use the Export Project feature ;-) If you use a Local Web Server just let it point to your project folder and the mailto: will work