How can you learn pyrokinesis?

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.

Another viewpoint:

There isn't. Pyrokinesis is of someone having the ability to conjure fire, usually a superhero/villain power, so pyrokinesis is just fantasy.