It depends how thick it is. If its down around 1/16" then they make scissors and blades that can easily cut it. Start working your way up towards 3/8" or above and a band/table/cross cut saw with a finer blade or a router with a flush bit works well.
To finish the edges of the Lexan I will use a step down method of sanding.
Start with 200 grit then 400 and finish with 2000 grit or even some liquid polish on a dremel tool. Will take some time and elbo work but, will be worth it if your planning to edge light, etc...
For a more complex cut like lettering, I doubt home depot is going to want to do it. They usually offer only basic cuts. You might do best to go to a specialty plastic place and have them cut it for you again depending on the thickness of the material and your requirements.