I want to build wsp file for SharePoint 2013, but it is not installed on my local PC. What should I do to make this thing possible? I guess that I need to tell Visual Studio somehow that SharePoint has been installed. I'm going to copy all required dll from SharePoint to the project. Will it work?
Visual Studio checks certain registry keys to make sure Sharepoint is installed. This URL describes where these keys are located: http://sharepointmalaya.blogspot.com/2009/07/how-to-check-if-moss-or-wss-is.html
You can build Sharepoint solutions without having to install Sharepoint, but you cannot debug. Remember to copy all the Sharepoint Binaries from a valid installations Bin folder.
Sure so you have software such as Microsoft's Hyper V and VMWare's Workstation product which allow you to install and run machines that work as independent machines but they run using the resources of your laptop or desktop.
This is what I use when developing with SharePoint.
There are plenty of blog articles about how to build your environment but here are some links to help you get started:-
Microsoft Windows 8 Hyper V Virtualisation Technology http://technet.microsoft.com/en-us/library/hh857623.aspx
VMWare Workstation Virtualisation Technology https://vmware.com/products/ws/
Virtual Box Virtualisation Technology https://www.virtualbox.org/
Video on how to build SharePoint 2010 Virtual Machine: https://channel9.msdn.com/Shows/SharePointSideshow/Setting-Up-a-SharePoint-Developer-Virtual-Machine