First, locate the specific NASA dataset you want to download. NASA provides numerous datasets through their open data portal, APIs, or direct download links. Make sure you have the URL of the dataset or API endpoint that offers the data in a format that you can process (e.g., CSV, XML, or JSON).

Prepare your local development environment. Ensure you have a programming language installed that can handle HTTP requests. Python is a good option because it has built-in libraries like `requests` for HTTP requests and `json` for handling JSON data.

Write a script to make an HTTP GET request to the NASA endpoint. Use the `requests` library in Python to fetch the data. For example:

```python
import requests

url = 'YOUR_NASA_DATA_URL'
response = requests.get(url)
data = response.json() # Use .text or .content for non-JSON data
```

Replace `'YOUR_NASA_DATA_URL'` with the actual URL of the dataset.

If the data is not already in JSON format, you may need to parse it. For example, if you fetched CSV or XML data, use Python libraries like `csv` or `xml.etree.ElementTree` to convert it into a JSON-compatible Python dictionary or list.

Depending on your requirements, you might need to transform or clean the data. This step involves operations like filtering, aggregating, or modifying the dataset to fit your intended use case. Use Python's standard data manipulation techniques or libraries like `pandas` if needed.

Once your data is ready in a Python dictionary or list, use the `json` module to save it into a local JSON file. Here's a basic example:

```python
import json

with open('nasa_data.json', 'w') as json_file:
json.dump(data, json_file, indent=4)
```

This will create a file named `nasa_data.json` in your current working directory.

After saving the file, it’s important to verify its contents to ensure that the data was correctly fetched and stored. Open the JSON file and check its structure and data integrity. You can use a text editor or a JSON viewer for this purpose.

By following these steps, you can efficiently move data from NASA to a local JSON file without relying on third-party connectors or integrations.