Yes, you can train the system at home - in fact it's recommended to do that on the fastest PC available.
First use the download script to get your historic price data files up to date. Before doing that, delete the EUR/USD and AUD/USD 2013 data files. They had bad data, but that was corrected meanwhile by FXCM.
When all is up to date, train it, and copy the .fac and .par files to the VPS.