Stumbled across this today and was blown away at the level of organization, information, and detail presented. They provide specific examples of common uses for components, as well as material information like what alloy is used, what's in the alloy and what it's properties are. It was an absolute joy to explore.
You made me curious enough to walk downstairs and weigh it. I've got "Catalog 126" (copyright 2020), and it weighs in at 7.92 pounds, and is 4168 pages long.
I was told by someone that works there that you have to have a business license to make POs. I didn't push it beyond that and have never tried it myself, so who knows.
The McMaster site doesn't show shipping costs, because they package your items and then get the dimensions and weight. They only ship things very fast, and they charge you what that costs. They are optimizing for fast and correct, not cheap.
If you're concerned, you can call or e-mail them to ask for an estimate. It's worth noting that free shipping is never free -- it's either hidden in the item cost, or some corner is being cut.