I've been growing pumpkins from starts in the spring, and I've just used seeds from pumpkins I bought. After a few experimental failures, I got three gorgeous baking pumpkins on one plant this year. The key things I've learned are -- they need good sun and pollination, they like compost, and you have to really watch the weather in the fall. It's okay for the plants to die before the pumpkins ripen, but if the pumpkins freeze, they'll probably rot.
But try saving the seeds and starting plants to transplant in the spring -- that way you can control it and try again if it doesn't work. And the plants kind of languish, you may have a variety that doesn't like your weather.