By default, certain tasks will be run on the control node (that's your Ansible server) or on your managed nodes (the target systems). For example:

• Lookup is run on the control node
• Modules are run on your managed nodes

There are different ways to modify this behavior. The following can be used to invoke a module on the control node (that's your Ansible server). 

• local_action to run specific tasks on the control node
• delegate_to parameter to run specific tasks on the control node
• connection parameter or --connection command line option to run all tasks in a playbook or specific roles on the control node

Or, it you can set -hosts: localhost in your playbook to run the playbook against the control node.

---
- hosts: localhost
  tasks:
  - debug:
      msg: Hello World
...