Attitudes to assembling parts bought elsewhere vary from store to store. Some will take the business and charge you whatever hourly rate, some get noses all out of joint. You can always ask, if they're snotty about it, well maybe they're not the place to take your business.
If you're any amount comfortable with tools, you could do it yourself. It's not that hard, although there are a few specialized tools required.
Here's a good place to go to get started.
http://www.parktool.com/repair/bikemap.asp