As a Demoman, how can I deal with ambush classes like the Pyro and Scout?

The Scout and Pyro are designed to ambush. Being ambushed is pretty much the Demoman's main weak spot. So if that's your biggest problem, you're doing pretty good.

Scouts are arguably the Demo's main counterclass, with attributes and a preferred operating range that are a worst-case scenario for all of your weapons. However, this mainly depends on the Scout's skill. Low-level Scouts with subpar aim and more predictable movement will be easier to nail with grenades or outpredict with pre-placed stickies. High-level Scouts will wreck your face and there's not too much you can do about it; personally I would try to feed him a grenade so at least someone else on the team can slap him.

If a Pyro with full health shows up from nowhere and starts left-clicking you, there's not really anything you can do to win - you'll probably be dead by the time you can switch to your melee weapon, and it would take multiple grenades to get rid of him, with the first one probably simply making you die faster. But again, it's all about identifying his skill and strategy. If he ever uses the airblast, it'll push you away and stop damaging you for a bit, plus giving you a short interval to fire from outside self-damage range (unless you're against a wall). From there things probably turn into a game of "outguess the reflector". If he sets you on fire for a bit and backs away with the Flare Gun, you might as well just shoot him, because he can't reflect anything with it and should be far enough away to avoid self-damage.

Overall though, the best way to deal with ambushes is to have teammates nearby. They could notice the ambush before it happens, they could help you fight them off, or they could get hit instead with you as the bystander.