I don't know the workflow for Wordpress, but for Adwords: You Publish > Locally: Create zip, and upload that zip to Adwords.
To publish content on my own website, for example at myDomain.com, I would do the same but uncheck the box "Create zip" and simply upload the published files to my web site.
Maybe that process is similar to what you need. I would check the Wordpress user forum for more details.
Hope that helps,
Kent
Google Web Designer team