I had my female put the Lich's heart into the black fire, it dissapeared, and the Lich "died". I then tried to leave the pyramid to go to town (to go to the dojo) The doors leading out are block by Cet. Is it possible to become a Valkrye before killing Cet?

You have to kill the lich before facing Ce. As long as you don't face Cet you can leave and return as you wish.

You can only get back to town for the Valkyrie if you burnt the heart before trying to activate the portal. Once Cet appears there and possesses Kerah the pyramid is sealed until you've defeated him.