How can locally Euclidean space of zero curvature accumulate to non-zero global curvature?

It is widely stated that in general relativity spacetime is locally flat, but this is simply not true. Spacetime is flat if and only if the Riemann tensor is zero, and in general this is not the case and there is no coordinate transformation that will make the Riemann tensor zero.

But it is always possible to choose coordinates at a point in spacetime in which the Christoffel symbols are zero, and this is the sense in which spacetime appears locally flat. These coordinates are called normal coordinates, and in GR we are usually interested in the Fermi normal coordinates. These are just the rest frame coordinates of a freely falling observer. In the Fermi normal coordinates the geodesic equation reduces to Newton's second law, so in these coordinates Newton's laws of motion apply i.e. to the observer spacetime appears to be flat.

But while we can always take a point in spacetime and find the normal coordinates at this point, if we move away from this point the Christoffel symbols will cease to be zero, and if we move far enough away the deviation from Newton's laws will become measurable. This is the sense in which the flatness is only local.

It's hard to be sure what you're asking, since you seem to conflate "flat" with "globally euclidean", and these are not the same thing. A circle is flat but not globally euclidean; likewise for a flat torus. A manifold is globally flat by definition if and only if it is everywhere locally flat.

It also seems that you might be conflating the flatness of a manifold with the flatness of an embedding. These are different concepts. The unit circle is flat, but it is not flatly embedded in the plane.