Can I TK my Superman while holding a pyro and none of them them get the action token except the TK'er? Also are Super and Pyro both free to move and attack offer the TK is done and I drop Pyro instead of carrying him?

A figure can only be carrying another figure while they are moving themselves, so Superman cannot carry Pyro while he is being TKed.

If Superman is TKed, then he can attack or move afterwards.

Supes could not be holding Pyro and at the same time be moved by TK. In order to pick up a character the flier (Supes in this case) must be given a move action. At the end of the move, he has to set the carried fig (Pyro) down in an adjacent square. It isn't possible for Supes to be TK'ed in the middle of his move action.