You can safely transfer a Pyrex Pie Plate directly from the Freezer to the Oven but I prefer to let it sit out at room temperature for 10 minutes while I'm getting the oven preheated just to prevent it from potentially breaking or cracking.
The manufacture says it's safe to go from freezer to oven directly but I prefer to wait a bit but you can put it directly into the oven if you want too.
So it will likely be okay to put the Pyrex directly in the oven from the freezer but you need time to preheat the oven anyway so remove the Pyrex Pie Plate from the freezer and let it sit out while you're preheating the oven and by that time it will warm up enough and you don't risk giving it the shock from freezing to hot temperatures.