There are multiple methods of testing a site that exists in Prod and you need to test it in your localhost dev environment against a marketplace.
In the order of hardest to easiest, I'd list these methods:
1. Configure your hosts file to fake one of the Prod clusters.
Install the app, ie create the site locally.
Connect the site to the marketplace.
Download then upload products, etc.
The hard part here is to correctly set your hosts such as to trick the browser into believing localhost == Prod cluster, plus for ebay you also need the appropriate set of credentials depending on what cluster you fake.
2. Import a database dump from Prod
The annoying aspect here is the time required, and maybe the disk space required.
Once loaded, you'll have all ready to go.
REMEMBER TO DEFUSE THE LOCAL DATABASE BEFORE YOU START YOUR APP.
3. Create a local site from scratch or configure an existing one with connection data from Prod.
Find the site in Prod that you need to test, go to: Retailer Admin -> New Dashboard -> Site as JSON
In your localhost go to: Dev Admin -> Mixed stuff -> Create Site from JSON
Use the data from the former to copy/paste in the later, optionally adjust the retailerCode and retailerName values.
If your specific site type or marketplace is not implemented, be a good chap and write the implementation, then use it for your testing.
If you already have the site locally and only need to connect it to a marketplace, go to
Retailer Admin -> New Dashboard
Each marketplace has a form with the set of credentials needed for the connection.
Applies to ebay and Trademe.
Copy/paste values from Prod into your localhost instance.
For Amazon, Catch and The Market credentials are entered in the Settings -> Marketplace -> General form.