"how do they get wired? can i just put the signal line from the sensor straight into the pin on the PIC?"

Depends on the voltage you use to drive it. Wiring is in the data sheet you provided. Check output voltage , if 5 then good. Straight to the PIC.

If higher then maybe a LM741 to get what you want. Or a voltage divider.
If lower the use the on chip comparator. I think the 18F6585 has this.(have not used it and did not look it up).