Is hey a pronoun

No, the term "Hey!" (or just plain "Hey") is an exclamation, a Word used to attract attention, to express surprise, interest, or annoyance; a Word used as a greeting.

A pronoun is a Word used to take the place of a noun in a sentence.

Examples:

Hey! The coffee shop is closed. It's supposed to open at six.

• The exclamation "Hey!" expresses annoyance.
• The pronoun "it" takes the place of the noun "coffee shop" in the second sentence.

Hey Jim, how have you been?

• The exclamation "Hey Jim" is a greeting.
• The pronoun "you" takes the place of the noun "Jim" in the second part of the sentence.