its very unlikely they will ship the canisters filled, most shops will pressure test the canisters to make sure they arrive at the shop ok, then empty them ready for sale. some of the reasons for this is safety, if it gets damaged in transport and releases its contents, it can be dangerous, and also, the canisters may be intended for multiple types of contents, like co2, HPA etc.. and so would be silly to ship one with contents that the buyer may not want.
as for refilling, if you plan on using HPA you can get it refilled at a diving shop, or a compressor (these are very expensive, due to the pressure needed in HPA tanks), for co2, a paintballing place would be ideal.
depending on how you want to paintball, a cheaper option (in the short term) could be to get an adapater that allows use of the 12g co2 canisters, tiny things so wont get a great deal of shots off, but you can buy a load of them and swap them in the field as needed.
