Yes, you can do it yourself and yes, you can buy pre-assmebled units.
How hard? Depends on how handy you are.
To get more info, look in the yellow pages under glass block. Call one or two companies near you. Many have 'storefronts' where you can stop in. I did a glass block bar recently. The company was very helpful. Even gave me a little extra mortar so I wouldn't have to buy another 80 pound bag.
Do not go to Lowes, Home Depot, or any other home center. They don't have the know-how you are looking for. Beside, the glass block companies' prices are comparable to the others.