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I lived with a native woman who cooked traditional foods, but, we lived in an area too far north for pine trees.  Many here eat spruce tips; the tips of the branches gathered early in the Spring.  They are very high in vitamin C, and taste a bit like oranges.

People do eat pine nuts, I know, but, I have never heard of eating the entire cone.  I suspect they would need to be young, and soft to be eaten.  If so, then boiled, or fried in butter should work.  Treat them much as you would asparagus.

You eat only the small, young green pine cones and I think they're eaten raw.

you eat the nuts, not the pinecone, baby pinecones are edible, but they dont come out til spring