You can connect the AirPort Express to the wall port in the bedroom for the setup.....but first....if you have not already done so.....it would be a great idea to make sure that the connection in the bedroom is working correctly.
To do that, turn off the wireless on a laptop and connect the laptop directly to the wall port in the bedroom using an Ethernet cable. Make sure that the laptop can get a good Internet connection that way. If it can, this tells you that the cabling is working correctly, so the Express will work well when you connect it up.
If you don't have a laptop with an Ethernet port, then we'll have to assume that the folks that pulled the cables and installed the jacks tested things as part of the installation.
When you are ready to install the Express, you can use an iPhone or iPad if you have one handy for the setup.