If it is a superauctions then the games have to be out THAT NIGHT. But you can pay and leave and load whenever you want.
But you can bid your game, then leave and come back and pay and pick it up. You are gonna have a minimum of a 2 hour window between when the last actual arcade game is sold, and when the big buyers/sellers even START loading up.
Also, chances are good that you will snag your machine earlier, giving you even more time.
You see after the last arcade game is sold they will still have a bunch of touchmasters, parts, gumball machines and other mess left. These are going to take at least an hour, if not longer.
To give you a good idea of how much time you are gonna have, check this.
The last auction I went to was on the small side. The game I bought was towards the end of the upright games, with only about 10 or 12 games after it. I bid my game at about 2 PM. I didn't leave the auction until 6 PM, and they weren't shooing anyone out yet even at 6 PM.
As for a dolly. I always suggest bringing one, but you will be able to borrow one if you try. I usually end up lending my dolly out to a few different people. For that matter I usually end up helping a few people take the legs off pinball machines as well. Basically, talk to some people, help them with their stuff and they will help you with yours.
The superauctions will help you unload, and sometimes will help you load, but DON'T accept this help. They are in it for the money and really don't care if they drop your machine. Better to do it alone, or get another collector to help you.