Squashes we just peel, cut up and steam. You can mash them down like swede, but we're more likely to just mix them with the general veg in our tea.
Pumpkins you can do the same things, but it's usually better to mash than not. And much easier to boil with skin on and peel after it's cooked. Have to admit I quite like making pumpkin pies.
I also thought you could cook any squash up like you do a marrow (hollow out, mix with other veg, bake it all together in the oven...).