Pierce is missing from the study room in "real" world. However, when the group is revealing their secrets for the first time, the viewers hear Pierce's secret from his puppet despite the puppet not having anyone to feed it that information.
When Jeff asks if everyone revealed a secret, Abed and his puppet are seen nodding 'Yes', but near the end of the episode it is revealed that Abed did not reveal a secret and was simply mirroring the study group's emotions.
"When in 'puppet-form', Jeff's eyebrow changes positions between shots." This is obviously done to represent changing facial expressions.