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As per my previous comment, to the best of my knowledge, all Pentecostal denominations use the regular Protestant canon which includes the 39 books that are frequently thought of as the Old Testament. This excludes the 7 Deuterocanonical books that are included in the Catholic and Orthodox canons.
The term "New Testament Church" is fairly common parlance amongst Pentecostals (but by no means restricted to just them - eg), so it's not particularly suprising that a particular congregation may be named as such. It's not any kind of statement against "following the Old Testament" as such, but it's more based on: