Welcome Darrel,
Yup, the factory only fit's new barrels to your frame when you ship it to them, time has to do with availablity of the caliber you choose, but minimum of 6wks.
A gunsmith can do it for you, or there are instructions with disclaimer for "do it yourself".
It's really advisable to spend time reading the TON'S of info on this site, This is the PREMIER Handi/NEF site in existance.