You can bake, boil, steam (or microwave, although I suspect that's an evil word here) it.
In all cases, you cook it until the pumpkin easily separates from the skin. I've never used the skin itself--you also will find with fresh garden pumpkins sometimes, that the under layer of skin is still green and tough in places even though it looks completely orange on the surface. (Let them sit in a warm place for a couple of weeks if you want to avoid this.)
Baking, boiling, steaming, all take between 30-60 minutes. Microwaving takes about 15-20.
To do any of the above: slice pumpkin in half, removing stem and seeds.
To bake, lay two halves cut side down on baking sheet with a thin layer of water. Bake at 350 for about an hour. This is about the same as any squash. You can cover it with foil or not.
To steam, cut up enough to fit in steam basket. Steam for about 30 minutes (until meat easily separates from skin).
To boil, cut up in chunks and boil until soft.
To microwave, cut up enough to fit in microwave safe bowl, put in a couple inches water. Cover with plastic wrap and microwave for 15 minutes. If not ready, continue in 5 minute increments.