Not that you would, but absolutely don't consider buying one here. Way, way overpriced.
Customs (the aduana) might ask you if it is new. The obvious answer is no and to guarantee you don't have problems, leave it dirty. If you can go over your handle bar tape with filthy white tape all the better. Stuff newspaper in there so it does not look professionly packed, even if it is. The less you leave to chance the better.
The place to train is circuito KDT, it's 1.3 enclosed loop with no cars. It's behind Paseo Al Corte shopping and very close to Jorge Newberry airport (not the international one)
I train there three times a week, message me for further info on the road riding scene here.