Can a cable be installed on a pipe that runs through or to/from a heated building to outside?

Yes. However, the method of temperature control must address the fact that the heat loss will be different for the two ambient conditions.

For line-sensing control the sensor should be located on the outside portion of the pipe.

With ambient sensing the sensor will be outside as well. In both cases, temperatures of the inside/indoors pipe section should be determined to make sure that product, pipe, or cable maximum temperature ratings are not exceeded.