To the best of my knowledge, you need specialized equipment to test the assembled system, purge the air and fill it with the correct amount of the right refrigerant (probably R410A).

Certification (EPA Section 608 Type II) is required to handle R410A in the USA. That is quite telling, in my mind. In my opinion, the USA federal government seems pretty lackadaisical w.r.t. safety regulations compared to Europe.

My husband and son installed one and the only problem came from one joint not being tight because it was an extended line. The unit should come with the gas inside already. If it does not, you just hire a certified person to come and do it. My son thinks it's great. Did Home Depot not have certified contractors who do their work? Hope all goes well.