When you have downloaded OpenRefine from OpenRefine.org, you may first wish to move it from the Downloads folder to a place where you can access it most easily. The application's icon is a blue diamond, which can be moved to your Applications or Documents folder. Keep track of where you store the original folder, as well, since you may need to access it in order to install extensions later.
Once launched, OpenRefine opens a new window on your browser, though it is not connected to the internet.