Is there any law if a ethical hacker is invited to our company and he used pirated software? Can we take any legal action or its normal in this field?
You can take legal action about pirated software if you are the copyright holder. You can surely uninvite someone who needs to be trusted if you have reasons not to trust their integrity, and if they use pirated software that is a good reason not to trust them. You can also inform the copyright holder.
PS. "Ethical hackers" by definition don't use pirated software. They may talk companies into supplying them with software without paying for it, that's different.