To start, I would highly doubt the beans were roasted there in store. Roasting at a commercial level takes large specialized equipment that would be dangerous for average customers to be around (400F+ after all) and create a smell that would easily fill the entire store and be unpleasant to some customers.
That being said, unless there is a roasting date on the bag, there isn't really a way to tell exactly when the beans were roasted.
The oils on the outside of a bean can mean many things. Any given bean will generally become more oily and shinier as it is roasted darker and the oils migrate to the outside of the bean. This is a process that happens near instantaneously with the roasting process. However, it also continues much more slowly after the roasting process and beans that have been improperly stored or become stale may become more oily than they were immediately after roasting. However, some processing methods will also produce beans that become more oily earlier in the roast process. Dry processed coffee will often start to oil at a much lower roast level that coffee processed by current wet methods.
The oil does not make the process less efficient by any noticeable measure. Some of the oil is transferred to the paper filter and some ends up in a cup. Many people claim to prefer metal mesh filters because more of the oil (and flavor) ends up in the cup. However, other people claim they can't tell the difference. The oiliness CAN affect the grinding process if the grinding machine is gravity fed and the beans cling to each other or the container too much.
TL;DR The oil level or sheen of the coffee can't tell you much unless you know other things about the coffee as well. It doesn't effect the brew process very much either.