Combining with a pyrokinin and transmitting the signal within the cell to induce a change in cell activity. Pyrokinins are a group of insect neuropeptides that share the common C-terminal pentapeptide sequence Phe-X-Pro-Arg-Leu-NH2 (X = S, T, K, A, or G). They play a central role in diverse physiological processes including stimulation of gut motility, production and release of sex pheromones, diapause, and pupariation.