Hey Liz, wow, the Olympus Pen cameras are a lot of fun! I use a Canon Demi and Agfa Optima Parat for half frame photography. Very cool.
Anyway, by "the store", you mean a consumer grade lab such as Target, Walmart, Costco, Sam's Club, Rite Aide, CVS, Walgreens, Ritz/Wolf Camera etc. These places will, by default, treat your half frame film like it's full frame. They will cut and sleeve the negatives as normal and when they scan or print the film, they will do so by two shots in one full frame. So if you got a 4x6 print, it would contain two images on it.
It's going to be up to the discrepancy of that particular lab tech as to if they are willing to scan or print the images individually or not as this will require additional understanding of how to use their equipment.
What I find it best with half frame film is to ask the lab not to cut the film and allow them to scan or print if I want in twos because I think that looks cool. But if there are shots I really enjoy and want as a single, I'll scan it myself at home or take it back to the lab and ask them to make a print of just that frame. This way, the lab does not have to do extra work for you where they could potentially mess up all the film.
I ask them not to cut the film because I may want to pair two images together that weren't the two they paired when scanning/printing and if the negs get cut, those two images could be separated making scanning/printing them as a pair a little more difficult.
Personally, I shoot with a full frame camera if I want a "normal" single shot and a half frame if I want to show two images together. I like to shoot with my half frames by taking two shots of the same scene so that I can display them together later.
Here are some examples of my half frame photos:
http://www.flickr.com/photos/johnnymartyr/4408333837/in/set-72157623435380969
http://www.flickr.com/photos/johnnymartyr/5055926636/in/set-72157623435380969
http://www.flickr.com/photos/johnnymartyr/5055309741/in/set-72157623435380969
http://www.flickr.com/photos/johnnymartyr/4408328959/in/set-72157623435380969
http://www.flickr.com/photos/johnnymartyr/5055310079/in/set-72157623435380969
I hope you enjoy your camera and the various ways to print half frame images!
METAL AND MANUAL! FILM FOREVER!