They do have rooms to try them out. The shop has a bit of an unwelcome feel to it though, just because of how nice it is. You feel like you are in a museum more than a guitar shop. And I am sure they get a lot of customers that treat it that way by just coming in and looking at the place.
The shop I liked the most here is 6 Strings Down, up in Indy. The checkout counter has a pile on it about 3 feet tall of books, magazines, guitar parts, tubs of picks, you name it. There is no counter. The workbench is the same way. Their best guitars are hidden away in a storage room in the back that is twice the size of the store. But the owner and staff are just super cool, down to earth old hippies. And they have affordable, nice guitars.