How can frozen pizza be baked in an oven without a tray, without running the risk of melting like in the picture below (found on teh internets)? Or does that just not happen?
I have baked many a frozen pizza without a tray and never had a pizza lose structural integrity like that.
The oven should be quite hot (usually the box will specify at least 400°F).
Usually the difficulty arises when it's time to get the pizza out of the oven. I suggest a baking tray with no sides.
In the UK the instructions generally tell you to put the pizza directly on the shelf. This is what I always do and have never had problems. I can only see the above happening where someone has gotten used to doing this and then tried it with fresh dough.