You do not need to own Team Fortress 2 in order to play as them, as they were added for all players for free.
Contrary to their description, they do speak and just use one of the default male voices.
Killing Floor Description
Only two things are known for sure about the mysterious Pyro: he sets people on fire and he/she doesn't speak any language. In fact, only the part about setting things on fire is undisputed. Some believe his occasional rasping wheeze may be an attempt to communicate through a mouth obstructed by a filter and attached to lungs ravaged by constant exposure to her asbestos-lined suit. Either way, he's a fearsome, inscrutable on-fire Frankenstein of a...thing.