If you do not have a web server you can use the one that comes with the web modules. You can find it in the scripts directory.
Start the server with the following command:
> python webserver.py
Once the server is running you should be able to access the examples at http://localhost:8080/doc/html_multipage/web/examples.html and run scripts in the doc/src/lib directory at http://localhost:8080/doc/src/lib.
By default the only directory you can access scripts in is the doc/src/lib directory and these scripts must be Python files and end in .py. You change which directory should be treated as the cgi-bin directory by changing the options you start the webserver with.
To see a list of options use:
> python webserver.py -h