A creature dealt damage by Pillar of Flame will be exiled no matter why the creature would die that turn. It could have its toughness reduced to 0 or less or be destroyed by another spell or ability.

A creature dealt damage by Pillar of Flame that dies this turn will be exiled even if it wasn’t the target of Pillar of Flame (because the damage was redirected somehow). If the target creature isn’t dealt damage (most likely because the damage was prevented), it won’t be exiled if it dies that turn.