Would Apple Store help me to set up my new MacBook Air?

Sure, you can also review the information here https://support.apple.com/en-us/HT204350. It's pretty easy to do and may take a long time depending on how much data you have, whether you use iCloud or time machine to back up, etc.

Yes

They may or may not. The Apple genius bar lately has been concentrating on hardware problems rather than software services, so it will depend a) if there are any restrictions at all at your store and b) if you pick up your item, it may still be handled via a contactless method (they will bring your item outside rather than you going into the store) or, even if you go inside, we do not know if there will be someone available for that type of task as Apple (along with most stores) has reduced staffing.

So, you best check with the particular store to make sure. I know you can get an online type help from an Apple employee, but that is either online and/or via phone, not in the store.