To learn pyrokinesis, you'll first need to train yourself with the use of spirit energy. This will require the most basic of exercises - making a psi ball. Once you practice enough and have good enough control over your energy, you can practice by connecting your energy to a flame and manipulating it. After a while, you'll be able to make your own source of fire, such as a fireball, straight from your hand. Be warned though, you will also need to build up your resistance to heat. You will most likely get burned.
There isn't. Pyrokinesis is of someone having the ability to conjure fire, usually a superhero/villan power, so pyrokinesis is just fantasy.