If by PIEs you're referring strictly to their language(s), then the answer is we don't know. If you're referring to the people who spoke such language(s) themselves, then logically they didn't come to exist ex nihilo, and there would be genetic markers that might indicate what relations they have with the rest of humanity. The two questions here are not the same however, especially in light of the fact that many substratum seemingly non-IE elements and vocab shows up in a great deal of the IE branches, such as some estimates putting the non-IE vocab in germanic as being as high as about a third overall and with classes of some semantic categories being entirely or mostly non-IE such as the nautical, warfare, and anatomy vocab. It points to IE being in many cases probably adopted by other speakers due to cultural assimilation, and not outright conquest.

There have been a few attempts to prove a macro-family between IE and other language families in eurasia, with Nostratic being the best famous one. There are many variant versions of the hypothesis but most of them at least include IE and Uralic. However, there isn't the evidence to prove these kinds of relationships, so you shouldn't take it seriously.

Some linguists consider Hittite to be far enough removed from the other IE languages that its ancestor would be called "Proto-Indo-Hittite" and the term "Proto-Indo-European" would then be reserved for the ancestor of the languages except Hittite. More commonly, Proto-Indo-Hittite would be called "early Proto-Indo-European" and the later language would be "late Proto-Indo-European", thus minimizing any special status for Hittite. No-one disputes, however, that Hittite is related to the other Indo-European languages.

As others have commented, there is a proposed language super-family with very limited scientific evidence called "Nostratic". Proto-Indo-European is said to be part of the superfamily. You could speak to a dozen proponents of Nostratic and get twelve different answers as to which other language families are Nostratic, and also to which are most closely related. Nostraticists also have no way of distinguishing which word-resemblances are by chance, which are borrowings, and which are cognates.

Indo-Uralic is a more specific hypothesis, which suggests that the Uralic languages (this includes Finnish) are the most closely related to PIE, but again it has no way of distinguishing chance resemblances from borrowings and cognates. There are quite a few resemblances, however.