That's a great question, and one I wondered about myself before buying my first one! The honest answer is: it depends, but for the vast majority of outdoor trash bins, they do require some assembly. You'll rarely find one that comes 100% fully assembled and ready to roll out of the box.
Most bins are shipped "flat-packed" to save on space and shipping costs. The good news is, manufacturers design this process to be very user-friendly. Typically, you're looking at attaching the lid to the main body, screwing on the wheels (if it has them), and maybe installing a foot pedal or latch. It's usually a 10-20 minute job with just a screwdriver or the included Allen key.
So, is it difficult? Not at all for most people. The instructions are generally clear, and the parts are few. If you can follow basic steps and turn a screwdriver, you'll be just fine. The sense of accomplishment is a nice little bonus too! Just be sure to check the product description before you buy—it will almost always state "some assembly required."