The current list of integrated avatars is here https://www.pixels.xyz/integrations
Each avatar links to the corresponding OpenSea or Mavis Marketplace page where you can purchase these avatars.

If you want a specific NFT integrated, the owner of the collection must get in contact with the team.

To use avatars inside the game, connect the holding wallet to your Pixels Account via the Dashboard. See How to Connect a MetaMask Wallet or How to Connect a Ronin Wallet for more information on connecting wallets.​