Chinese Spelling Correction (CSC) is a task to detect and correct spelling mistakes in texts. In fact, most of Chinese input is based on pinyin input method, so the study of spelling errors in this process is more practical and valuable. However, there is still no research dedicated to this essential scenario. In this paper, we first present a Chinese Spelling Correction Dataset for errors generated by pinyin IME (CSCD-IME), including 40,000 annotated sentences from real posts of official media on Sina Weibo. Furthermore, we propose a novel method to automatically construct large-scale and high-quality pseudo data by simulating the input through pinyin IME. A series of analyses and experiments on CSCD-IME show that spelling errors produced by pinyin IME hold a particular distribution at pinyin level and semantic level and are challenging enough. Meanwhile, our proposed pseudo-data construction method can better fit this error distribution and improve the performance of CSC systems. Finally, we provide a useful guide to using pseudo data, including the data scale, the data source, and the training strategy.