Are you looking to test your code? If yes, then you can enable the internal port of ColdFusion (server.xml: C:\ColdFusion10\cfusion\runtime\conf) and place the .cfm in the wwwroot of ColdFusion (C:\ColdFusion10\cfusion\wwwroot)
P.S : Taken the example of ColdFusion 10 and default instance cfusion (though you cannot add new instance if dev )
I am sorry if I understood the question wrong
Thanks
VJ