What do they put in the holes of your mouth if you get your teeth pulled before braces?

Nothing. That's the beauty of nature and the human body. The socket fills with a clot and that eventually turns in to bone. Nothing else is needed!
Your teeth. Extractions for orthodontic treatment are used to find space to align the remaining teeth. The "holes" are closed by moving teeth into them, leaving a nice bite and smile.
Nothing. The idea of extracting teeth for braces is that there is not enough room in your mouth for all the teeth. The spaces will be eventually closed by moving other teeth into those areas and straightening them.