Pine nuts are grown inside pine cones, the scaly things you mentioned are closed when the pine cones are immature, and open when they are ripe, and the pine nuts inside fall to the ground to germinate and grow into pine trees. Pine trees are gymnosperms and do not have a pericarp.

Gymnosperm

A lower class of seed plants. Having a cervical ovipositor, they are both cervical ovipositors and seed plants that produce seeds. They do not have an ovary wall covering the outside of the ovule, do not form a pericarp, and the seeds are naked, hence the name gymnosperm