I have used pumpkin puree in the mash, boil & secondary. (I highly advise against using it in the mash; never cussed so much in my life brewing)
Whether you use it in the boil or secondary it will add a very small amount of fermentability as pumpkin does have some sugar in it. I prefer to use it in both the boil and secondary, but others say they get a vegetal flavor if they add it to the boil. I tend to think maybe they are boiling it to long as I add it the last 10 min of the boil.