The installation of a frost free pipe is totally a DIY task. Some models, such as the ones from Sharkbite, are push to install, making the process very easy.
If there’s no hole for the pipe, you need to drill one through your house’s wall. Also, unless you’re using a push to fit model, you’ll need to do some soldering or apply glue or a strong hose clamp to create a water-tight seal at the point of connection.