Do I need a domain to use wordpress.org?

New to wordpress and I just purchased a theme and I wanted to play around with it first. But I can't even upload it to wordpress.com and I hear that I need wordpress.org to upload themes instead of wordpress.com. I'm trying to follow the instructions to upload my theme but I'm lost at step 1 which is log into your admin section. I have been using godaddy.com website tonight and I want to keep godaddy as my domain but I want to get rid of website tonight and use wordpress for my themes and etc. So my question is how do I get to admin section on wordpress.org?