Connecting Saucelab to your local machine is easy.
Create an outbound rule to expose the port for Saucelab to access your localhost.
Download the Sauce Connect Proxy.
Open the folder in windows terminal/ cmd
Now go to tunnels page on your Saucelab dashboard
Copy the run command looks something lik this
bin/sc -u <name> -k <guid> -i tunnel_id
Go to Live web testing and start session with your Sauce connect proxy selected from the dropdown.
You should be able to access your localhost sites for the port your exposed to Saucelab.