"Pyro" is just another type of developer for films. For some, it is just mumbo-jumbo. For others, it is staining developer which is used to try to squeeze as much exposure latitude out of a film as possible.
There are several types out there now, with differing characteristics. One which has come into favor is called "Pyrocat HD" and was developed by Sandy King. He wanted a staining developer which would maintain film speed. Another type used pyrogallic acid and is also relatively new, PMK pyro. This was created by Gordon Hutchins to try to avoid some of the pitfalls of older Pyro formulas (uncontrollable staining, strange results and inconsistencies). An advantage to staining developers in general is proportional stain, the ability to create a "fog" around certain portions in the image (typically in the highlights) which helps control contrast.
Since I have not yet used Pyrocat, I'll stick with PMK. There is a print in the "Critique Gallery" posted by Francesco, "1720cc beast," which used PMK for the developer (scroll back a few pages to find it). This print was done in some pretty harsh lighting (full sun in Artizona) and had some very intense specular highlights. The highlights came out well. With PMK there is about 60% of the image from stain, this stain fills in the area around film grain and makes possible the very smooth appearance and lack of apparent grain in the image (using a fine grain film helps also). On the negative side with PMK, film speeds are cut in half and general stain can reduce "micro-contrast," most noticeable in the shadow areas as a murkiness.
The older style films seem to work best in pyro. I use a lot of Efke film, but FP4, Tri-x, HP-5 and a lot of others work as well. Check some other forums to see what is out there.
Pyro developers tend to be of the "one shot" variety. You use it and then throw it away as it will be depleted when working. It is very inexpensive to use and small amounts are required for each batch. Use distilled water for mixing pyro, or times can vary wildly with local water quality.
Don't know about availability in the U.K. but I'm sure someone will be able to help you with the information.