Run is where you can see how your web looks like. Also it serves as a draft of your web site.
Your host server company will give you all the details in xml format and the orchard will automatically fill it in for you.
Validate connection to esatblish the connection with your host server.
Press publish and all your contents will be uploaded from local host except photos.
You will have to log in into your web site once it is published and you will have to upload each photo back in to the appropriate pages of your web.
My server is Titan Inetrnet Company and they are very good, giving me an excellent support all the way.
Hope this helps.