I nearly always buy frozen prawns. Unless yours come straight off the day boat, frozen-at-sea prawns are fresher and tastier. The “fresh” ones in the chiller have usually been frozen and defrosted already, which costs a bit of flavour.
Defrosting safely: keep them in the pack (or in a covered bowl) in the fridge for at least 12 hours for big ones, then use them within 24 hours. Never use warm water, the microwave or room temperature.
Cooking from frozen? Yes, you can, whether cooked or raw. Rinse off the ice glaze under very cold water, pat dry, and put them straight into a very hot pan or very hot liquid. Add a couple of minutes to the cooking time. You want them beautifully pink and opaque.