Yeah, that's pretty much all there is to it.
If you supply the hub and rim, they'll probably charge you $25-50 in labor, plus the cost of spokes (a dollar a piece).

The best idea might be to explain what you're trying to do and order the complete wheel through the shop (hub/rim/spokes) instead of just showing up at their door and saying "Hey I bought these from that online place that undercuts local prices, use them to build me a wheel". It'll cost more but they will like you better.