First, I.ve used may a jack-o-lantern pumpkin for cooking, and for pies. They are a winter squash, and taste great. Supposedly, the smaller pie pumpkins are supposed tp be sweeter in flavor, and many swear that you have to use the ones labeled as pie pumpkins. That just isn't true. Jack-o-lantern pumpkins taste just like Hubbard squash, with the texture of acorn squash. Pie pumpkins are simply smaller, and so a little easier to work with.
As for cooking, yes, they can be stemmed, boiled, baked, or cooked in the microwave. Simply cut them from top to bottom into 2 to 3 inch wedges, and peel with vegetable peeler. Scrape off seeds, and keep for baking, or for planting in your garden next year. Cut into chunks to fit into cooking vessel, and cook accordingly.
Tip. take the resulting liquid and pour it into ice cube trays. For a yummy beverage, throw the cubes into a blende and crush, along with pumpkin pie spices, and sugar. It's delicious. You can also use the pumpkin juice for the water in quick breads, and cakes. If you bake the squash nd put the juice onto a jelly roll sheet, then freeze it, you can then scrape it, add pumpkin pie spice, and you get shaved ice. My youngest daughter does that after processing the pumpkin. I always carve my jack-o-lanterns the night before Halloween, and use battery powered pumpkin lights to illuminate the inside. The chill autumn ir preserves the pumpkin, and I process it after Halloween, freeze it for Thanksgiving day pies.
Seeeeya; Chief Longwind of the North