Everything that you need to assemble an AR!% except the Lower Receiver can be bought over the counter or ordered online and shipped to your home. The Lower Receiver must be purchased from a licensed FFL dealer or shipped to one. This is Federal and or State law!
The Lower can be purchased stripped or complete. Meaning you assemble the parts needed or it is already assembled.
I'm not recommending this seller or this brand of parts, just using them as an example of what you need and where it can be found. There are many different brands, quality levels and sellers online or at your local FFL Dealer.
Good Luck with your new adventure!
2 part video showing how to assemble an AR15: