 You find out exactly what happens to all of the Halliwells in the  last few minutes of this series. They even have a tribute to Prue.  At the very end, they show a little girl sitting on a chair reading  the Book of Shadows. The front door is left open, and the little  girl points her finger towards the door, and the door closes  (clearly using telekinesis), which is the same thing Prue does at  the end of the pilot episode.