Yes, it can be done at any guest relations window. One thing you should pay attention to is, make sure the CM dates the AP correctly. If the PH has not been used at all, the AP should be dated the day you do the upgrade, NOT the day you purchased the unused PH!! It has happened to us and I know two other people this has happened to.
My DD had an unused PH that was 10 months old. We upgraded it to an AP and we later noticed it expired in 2 months! Knowledgable CM's will fix this for you later...but is a bit of a hassle and rather unsettling when you initially see that the AP you just shelled out all that $$ for expires in less than a year.