Paste SVG markup and see it drawn immediately. This is the fastest way to check what a snippet actually produces when you have copied it from a design tool, an icon set, or an answer online and want to verify it before committing it to your project.
The three usual causes are a missing viewBox, a width and height of zero, or shapes drawn outside the visible coordinate range. Check that your root element carries a sensible viewBox such as "0 0 24 24" and that fill is not set to none with no stroke.
SVG can technically carry scripts, which is why the preview is sandboxed and the page runs under a strict Content Security Policy. Even so, treat markup from untrusted sources with the same caution you would give any downloaded file.
No. Rendering happens entirely in your browser. Nothing is transmitted or stored.
An SVG that references an outside file with an image or use element needs to fetch it, and the page runs under a Content Security Policy that blocks external requests. Embed the image as a data URI instead, or work with self-contained markup.