As a lover of Little House books by Laura Ingalls Wilder, a pioneer party would have been a dream come true for me for a birthday party when I was growing up! I did, actually, have a Holly Hobbie, which gives you a hint to my age :-)!
But, if you are interested in having a party that has a pioneer theme, it might be fun to follow some of the things that took place in Little House books.
Some ideas that come to mind are:
Make some pioneer crafts - such as rag dolls or corn cob/corn husk dolls
Make butter, by shaking whipping cream in a jar
Build log cabins out of Lincoln Logs
Make a simple apron
Learn to cross-stitch
Try to milk a cow. Attach a latex glove (filled with water) to a poster board drawing of a cow. Put a tiny pin prick in each finger of the glove, then let everyone take a turn "milking" the cow
Make a covered wagon craft
Sing some old fashioned, great American folk songs
Have a petting zoo come to give donkey rides or pony rides, or have goats to pet and chickens to feed