Yes you can, just chose the pick up in store option at checkout. Then the store will contact you via email once your order is ready to pick up.
I'm not sure about picking the item(s) you purchase online up from the warehouse (I assume you mean the Home Depot distribution warehouse). I do know that what Richard Cook said is true. If it is available on the item(s) you are purchasing, the Pickup in store option when checking out online is a great feature. If you do not have that option for the item(s) online then you can either call or go into your local Home Depot and speak with a representative at the PRO center or the Service Desk about getting the item(s) in stock or special orders.
Never have done that,call them
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