Home Depot does not offer pellet stove installation, as of 2015. Home Depot offers many other installation services related to its products, but only sells pellet stoves.
Pellet stoves use recycled, condensed wood pellets to provide a low-cost heating element in the home. Pellet stoves come with detailed instructions on how to install them, but most people don't have the tools or knowledge to do the installation. There are also safety precautions to consider to protect a home and the environment from potential smoke or fire damage. A licensed general contractors or a licensed heating contractor may have the ability to install the stove at a reasonable price.