You can apply voltage to an input before the PIC has power as long as you keep the current below the 'maximum input current' for your device. I believe that is +/-20mA for most devices. This number can be found in the ABSOLUTE MAXIMUM RATINGS listing in the datasheet.
All PICs have (essentially) a diode between the input pins and the supply rails. This also means that if you apply a voltage to an input pin, you can power the PIC from the input pin alone. I once had trouble with a PIC not resetting on power up. It turns out that the current into the input pin was preventing the supply voltage from dropping low enough (even when the PICs power supply was shut off) to allow the PICs internal RESET circuit to operate.