Well, finally got deep into the documentation provided by the vendor:
"Testing Data – Field and relationship validation will be performed. Fields will be checked for accuracy and completeness as well as compared to other relational fields...
*The Response will be sent to the customer’s incoming post-back URL when the system is ready (usually within minutes).*
The <MsgStatus> will indicate whether the Request resulted in a 'Success” or was “Rejected.'"
That sounds pretty clearly to me that I'll have to have a web service running on a web server. :-(