First, delete all files in the core/cache directory.
If you didn't run setup on the local install, do that.
Make sure you have this tag in all templates (with the exclamation point):
<base href="[[!++site_url]]" />
If you do have an .htaccess file, check the Rewrite Base line. On remote servers it's usually just /, because a virtual host is set up, but on many localhost installs, it needs to indicate the subdirectory the MODX install is in. Be sure it has both a leading and trailing slash.
For example, my local site is in localhost/ht_docs/addons/ so this goes in the .htaccess file:
RewriteEngine On
RewriteBase /addons/
Also, make sure the rewrite engine is enabled in the local server, it's sometimes off by default.
If none of that works, check the paths and URLs in core/config/config.inc.php and in the three config.core.php files in the following three directories: MODX root, manger, connectors.
Ultimately, you may need to hard-code the paths and URLs, e.g.,:
$modx_core_path= 'C:/xampp/htdocs/addons/core/';
$modx_base_url= '/addons/';