I.G.
Last thanksgiving - it's a pain in the Bhind to just do it for pie. You have to scoop out the seeds, roast the pumpkin, let it cool (depending on size this takes a while), scoop the flesh and then you can use it like you would canned pumpkin (NOT canned filling, you have to look for a recipe that calls for canned pumpkin (no sugar etc added)).
Some people do peel the pumpkin, cut it in chunks and roast it, but peeling a pumpkin is a hell lot of work and just roasting it in it's skin works just as well.
What I also do is save leftovers from winter squash whenever I make roasted squash for dinner(you know: butternut, acorn, delicata...) I freeze them in cup sized portions and then substitute that for pumpkin in pie recipes. Works great, just thaw and use like canned pumpkin.