Recently I cooked a pumpkin in the oven to prepare it for making a pie. Here is how I did it:

First I washed the outside of the pumpkin. I poked it 3 or 4 times with a fork.

Next I put it on a pan with sides and put some water in the bottom. I baked it at 400F until it was soft, probably about 2 hours.

I removed it from the oven and let it cool. Then I peeled it.

Next I cut it into pieces and put about 4 cups in the blender.

I added water to the top of the pumpkin. I blended it until I had a nice puree.

Then I set it aside and blended some more. Once it was all blended I could use it or refrigerate or freeze it until I had something to do with it.

Cooking a Pumpkin - Oven Method

Here is a way to cook a pumpkin or winter squash in the oven.

Wash the outside of the pumpkin, poke it with a fork 3-4 times, put in a pan with sides, like a 13x9 pan, cover the bottom with water, put in the oven, bake at 400F.
Cook until it is soft. This could take 2 hours. I check it at 1 hour and every 15-20 minutes after that. It will feel soft and it could shrink and sort of fall in on itself.
Once it is soft, remove from the oven and let it cool at least 10-15 minutes. Cut it open. If it is still hot inside, let it cool some more.
Once it is cool enough to handle, remove and discard the seeds. Pull off the skin or scoop out the meat of the pumpkin.
Put about 4 cups of pumpkin in the blender. Add water to the top of the pumpkin. Blend until smooth. Add water if all of it can't rotate through the blending.
Empty the blender and do another batch, repeating until it is completed. Refrigerate or freeze until you are ready to use it.