Let $\mathcal{B}$ denote the Borel sets. For all $t\in \mathbb{R}$
$$(\sup_n f_n)^{-1} ([-\infty,t]) = \{ x\in X: f_n(x) \le t ~\forall~ n \in \mathbb{N} \} = \bigcap_{n\in \mathbb{N}} f_n^{-1} ([-\infty, t]) \in \mathcal{B}$$
And so $\sup_n f_n$ is $\mathcal{B}$-measurable.
Similarily,
$\lim \sup_n f_n$ and $\lim \inf_n f_n$ are $\mathcal{B}$-measurable since they are (by definition) a $\sup$ followed by an $\inf$ or an $\inf$ followed by a $\sup$.
Finally, the projection map is a continuous mapping which is a general fact from topology and if a function is continuous then the preimage of an open set is open (see Munkres or do this as a simple exercise... or check here, here, or here).
You should know (or can easily show) that $(0,1] \in \mathcal{B}$. So as $f$ is $\mathcal{B}$-measurable it follows that $f^{-1}((0,1])\in\mathcal{B}$. And from this it is an elementary fact that $\pi(B)\in\mathcal{B}$ for any Borel set $B$ because of facts about the product topology. (Note: I am being a little abusive because the $\mathcal{B}$ at the top is a different type of collection of Borel sets than the one in the last sentence for the obvious reason).