lol no. The pruning ('policy') network is entirely the result of supervised learning from human games.

If I understood correctly, this is only the first stage in the training of the policy network. Then (quoting from Nature):

The second stage of the training pipeline aims at improving the policy network by policy gradient reinforcement learning (RL). The RL policy network pρ is identical in structure to the SL policy network, and its weights ρ are initialised to the same values, ρ = σ. We play games between the current policy network pρ and a randomly selected previous iteration of the policy network.