CloudpilotEmu is a strictly client side application. It stores the data that you enter locally on your device and does not transmit any of it over the network.
If you choose to use network integration CloudpilotEmu will open a connection to the network proxy and transmit any data that is sent by the virtual device to the proxy. The proxy is only provided for download as open source software by the project, and you yourself are responsible for operating it and for applying any policies to the data that is transmitted.
CloudpilotEmu is hosted on Github Pages and does not use any web tracking services. According to their own documentation, Github Pages will record and store your IP address when you visit the site. Please check Githubs own documentation on github pages and Githubs privacy statement for details.