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Yes, thaw first. I would not add their liquid to the pie as it will make it soggy. Perhaps you can reduce their juice a bit and serve it with yogurt or ice cream or even over a scoop of ice cream served with your pie.
I always freeze them with no sugar. When i thaw them, I do use some of the juice, but if it looks like too much, I pour off some. I find that tapioca (try 3 Thb) makes the best thickener. You can spread a thin layer of ground almonds in the bottom of the pie shell, too. (The juice is delicious straight as a cook's treat or stirred into lemonade.)
I thaw my cherries in a bowl in the fridge (I don't sugar my cherries and have never had a problem with browning, but I do add a little lemon juice while I'm pitting), reduce the liquid quite a bit (to about 1/3 of a cup) and add it to my pie.
I tend to use arrowroot as a thickener, but I think it subs one to one with cornstarch.