While it's highly recommended for you have a server, if you wish you can use the application without one, but here's a list of features you will lose:
When you delete the application, or if something wrong happens to your system, all of your clinic data will be gone.
Your data will be specific to one application installation, there won't be any install synchronizations across multiple devices. And if you're using the web application and the browser data is gone, your data will be gone too.
You won't be able to have any attachments. You won't be able to have photos of your patients stored at the application.
The application will be accessible without a password, so it's not recommended to have such setup on a shared computer.
Once you decide to have a server, there's no way to have your existing data on the new server. So if you don't like to risk it with the above limitation you must setup a server from the start.
Skip the steps on the previous page about setting up your server, and on the login screen click on "no-server mode". That's all.
Just logout from the application.