I can answer one of your questions - I would start preparing the bin right away. Get all your bedding together and moist in your bin, then take some cardboard and put it down on piece of sod or area of leaf litter which gets good shade. Water it to speed things up. After a good rain there should be a dozen or so red wrigglers under the cardboard; these you can add to your bin to give good microbes in the bin a head start. Keep your bin shaded and the climate will be no sweat. :)

others will know best where to order; probably online. I saw in my area's craigslist a fella selling red wrigglers at $15/ 500, but I checked your area and wasn't as fortunate.

I ordered my worms online from Uncle Jim's Worm Farm. I got them on Amazon. They were delivered in about a week, as I recall.

I don't think red wigglers care too much about the specifics of climate, except that shipping them in periods of extreme heat and cold can be hazardous to them. You definitely want to have somewhere to receive the parcel that won't be too hot or too cold and where they won't wait around a long time before you can pick them up.

I got my batch of worms, this time around, from Uncle Jim's. I thought I was getting local worms thereby, since Uncle Jim's business address is in PA. However, when the worms arrived they had been shipped from Florida. Not a problem, they arrived OK, but it does appear that Uncle Jim has a multi-state empire, or at least suppliers in different states. Last time I had a worm bin I lived in CA and I got worms from a local person on Craigslist, which involved going to her house and getting roped into a discussion with her husband on education policy.

Only gather worms from the wild if you're very sure you can identify red wigglers and you have a good place to find red wigglers specifically, like a manure pile. Other kinds of earthworms don't do well in the crowded conditions of a closed bin system, especially one with smallish trays like the worm factory.

Do you plan to keep the bin indoors or outdoors? theparsley already gave some great advice there. And definitely go ahead and set up your bedding.

Uncle Jim's is the way to go IMHO. You might want to call them and ask them to ship from their Florida location so they get to you quickly with hopefully the least amount of time spent in very hot temperature (but I bet they probably would do so anyways). I have seen Uncle Jim's ship from both PA and FL, not sure if they have any other locations.