Yes, the dealer can "bundle" it in at the time of tractor purchase for a good price. That said, you could buy it later. I did. I pushed hard and got the loader 10 months later at the same price. It really helped that the dealer had one in a crate out back. That's key, I think. How easy will be be to get one later? Does the dealer "stock" this loader?
These are the questions. If he has to go out of his way to truck one in, you won't be getting any deals later on, I wouldn't think.
As for installing, well it depends on the model. My BX was all prepped with the quck connect hydro block. Installing it was pretty straight forward. Air gun and maybe 8 bolts on the frame brackets? After that, it isn't any different than taking your FEL on and off, which most of us do with regularity. Of course, not all loaders are quick disconnect. Hope that information helped some.