Oops, I overlooked that you had prebought parts. Not sure any store would build from them due to potential liability issues.
With your own parts I would recommend going to Bikes-not-Bombs in Jamaica Plain and have them teach you wheelbuilding whenever they reopen their Wednesday repair nights. I did this maybe eight years ago and built up a fine rear wheel that hasn't required truing since I built it.

For buying the entire wheel assembly from a shop:
I believe Harris Cyclery in Newton has built custom wheels for people doing long distance touring and they know dynohubs/lighting systems. Best to give them a call these days.
Peter White Cycles in New Hampshire builds excellent wheels, I've have a Shimano dynohub front for my commuter that was built by him maybe 9 years ago. He seems to do most business by phone - Covid times or not.