Definitely go introduce yourself. Not only does this tell the employer that you are interested, but lets them know you can actually find the location, and aren't just sitting around waiting for the phone to ring. As someone who has both been the hiring manager at a major corporation, and someone who has done the recruiting at a staffing company, I always want to see people, so I can tell if they are paying attention, if they are smiling, if they can find the location (surprisingly, a lot of people cant follow simple directions). Good luck with your career search.