This is a bit strange if you're new to the land of NFA weapons.

To answer your first question, if you are ordering a barrel or upper assembly or any other part of a firearm it can be shipped directly to your home or local UPS store. If you order a firearm, which in the case of AR style weapons is the lower receiver, even if completely stripped, it must go to an FFL. They'll then complete the background check and transfer.

You'll be swapping barrels which means you'll be the "maker" of the SBR. You'll fill out a Form 1 to make and register an SBR. You'll also be responsible for the necessary engraving and assembly rules. YOU CANNOT ASSEMBLE THE PARTS UNTIL YOU RECEIVE YOUR STAMP! My understanding is that a Form 4 is used for a transfer of an SBR from another maker.