Since I'm new to this, what would happen if I found a pistol I wanted? Would they have to send it to a MA ffl?
Yes, it would have to be sent to an MA FFL, and typically all the compliance BS would apply, so you would have to know what your doing or know what the MA dealer is willing to accept before doing this. Some dealers are likely to just say "no". On the other hand, Some of the dealers at the show are likely partnered up with MA dealers to get -some- of the stuff over the border.
-Mike