When most people use nuts, they put them in the mash. That's what Abita does. Since you're not doing a mash, I think the only way to get some pecan flavor is with an extract (does that exist?).
As for a pumpkin beer made as an extract batch, your only option is to add it directly to the boil. My only advice is to expect a mess, and expect to lose a good bit of wort because it will be absorbed by the pumpkin.
For cinnamon flavor, add a tablespoon at the beginning of the boil, and another tablespoon in the last 10 minutes. That's a pretty average amount of cinnamon for a pumpkin beer.
I might be making too big of an assumption here, but do you want this beer to have the sweetness of pumpkin pie? If so, you'll need some crystal malt, and will want to significantly tone down the chocolate malt. For a sweeter beer, here's a basic recipe:
6# light DME
1-2# crystal malt (any mixture of colors will be fine)
.5# carapils (for some body)
.5# aromatic (for some toast)
For a less sweet and more roasty beer, try this:
4-6oz chocolate malt
carapils could be added if you want some of that thickness
It might be a little late in the season to make a pumpkin beer but if you don't mind drinking autumn beers in the winter I say go for it!