I'm always entertained by the premise of "ski in ski out". As if it's always as convenient as it sounds.
As it turns out, we kind of are "ski in ski out" but you'd have to walk a bit, and we wouldn't recommend that. If you walk down to the end of Pinehurst, you'll be on one of the ski slopes. Skiing down that and going across the bridge will get you close to the main ski building, but, probably, not close enough.
You're better off getting in your car and driving the two minutes down the road. Unlike other ski areas in the US, there's usually ample parking in the ski area parking lot.