Thanks for the answer.
Welcome. I see an error in my answer. If you don't want to use a shared runner you indeed have to add one yourself. Please be informed that shared runners can run Docker images and that we plan to add runner auto scaling with 8.4 to reduce the queue.
But you'll find that GitLab CI is a pretty complete replacement. If you don't want to use a shared runner you indeed have to use a shared runner.
Running on your local machine can indeed include your notebook.