Looking to buy my first rifle?

So im looking to buy my first rifle and I got a quick, yet stupid question. Once I purchase the rifle I have my eyes set on, can you just walk out with it (im assuming not)? Do they give you a case or a box to put the rifle in? Thanks.
Update: I have my eyes set on either a bushmaster or rock river arms. i just learned both come with a case when bought new. thank for the responses guys
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