You can find it at the grocery store or at the vegetable markets. I find that the butternut squashy looking pumpkin has a very sweet flavor while the squash that looks like a small orange pumpkin is less sweet and has more intense squash flavor.
Begin by trimming off the cut end of the squash. I always cut off the bottom 1/2 inch because I don't know how clean it is after being cut at the vegetable market.
Cut in half and then either using a knife or a spoon remove the "guts" or the soft inner part of the pumpkin.
If you want a really soft puree you can cover it with tin foil before you bake it. (This is okay if you are using the pumpkin in muffins or breads- just subtract a little liquid or add a little extra flour to compensate for the liquid) If you want to use it for pumpkin pie or other desserts leave the pumpkin uncovered until the last twenty minutes of baking- then cover with tin foil to prevent burning.
If I want the puree really fine I will put the cooked pumpkin in the blender and blend it. If I'm using it for bread I will sometimes just stick the cooked pumpkin pieces in a plastic ziploc bag and smoosh it up in there or use a fork to mash it!
Use it for your pumpkin favorite recipes.