First of all, the store is not located a few hundred meters outside the airport. Instead, you can see the "rental car" sign when you go out after picking up your luggage. Follow the sign and walk through the corridor. It is completely indoors.
I always add all insurance when renting a car, which is the safest behavior for me, so the whole car pick-up process was very fast. The clerk didn't ask any other questions except whether I would refuel and return the car myself.