Answering my own question, since others might not know either.

Yes, you can absolutely embark colonists into your space habitat transporter before setting out to build it. I just had trouble finding it.

What I had expected was something like on a regular Transport.

https://i.imgur.com/a0v64GQ ...

The instructions in this development update says:

Note: be sure to embark colonists aboard a Space Habitat station before leaving!

But, that doesn't appear as an option like it does with a regular transport ship.

Once the space habitat is built, you can Load it, but only if there are other ...