Yes, but here's the trick: DO NOT USE PUMPKIN. Use buttercup, kabochka or butternut squash, instead. The flavor of pumpkin, even the small pie pumpkins, simply is not robust enough to produce a pie worth eating. I hear that the majority of canned "pumpkin" is actually butternut squash.
I don't actually have a recipe for pumpkin pie (I'd get a basic one from Joy of Cooking or look in one of our old Saveur or Food & Wine mags), but what you do with the squash is roast it. Heat your oven to 425F. Cut the squash in half, scoop out the seeds, butter a baking sheet in a circle/oval/whatever shape will fit the cut side of the squash and place the squash cut side down on the buttered pan. Then pop it in the oven for 45 min - 1 hour, or until it's tender and is carmelizing against the pan. Remove the halves from the oven, turn over, and let cool. Then scoop out the flesh into a bowl and mash it. Voila - there's your "pumpkin." Then proceed with the rest of the pie recipe.