depends on how you want to show it to your customer.
If you are in the same physical location, you can have the site hosted on your local testing server and show it to them that way.
If you are in different locations, then you will need to upload the site to a remote server.
This can be a location in your hosting space that you set aside for testing the clients site, or it can be the final production server.
If it is the final production server, you may want to set the server to require authentication.
check with the host if you are not sure how to do this.