No, they're not considered proficient before level 6. (But see the note at the end.)
Monks of the empty hand are proficient with the shuriken only. (Pathfinder Reference Document)
Though such a monk gets class abilities before 6th level that affect improvised weapons, they're all only situationally useful: Versatile Improvisation is only useful when you need to deal a particular type of damage (or impress a yokel), such as using a ribbon to do slashing damage or bludgeon a skeleton with a handful of broken glass; a 4th-level pool ki power allows the monk to increase the range of improvised weapons, which is again only useful when you really need to hit something farther away than usual; the 5th-level weapon ki power is again only useful when you, for some reason, need to use a particular improvised weapon but want to do more damage. None of these abilities are really core to the functioning of the class – they're cute abilities or really niche abilities.
In the end analysis, a low-level Monk of the Empty Hand is not all about improvised weapons, they are about fighting with empty hands. They have a few neat tricks before then, but they're still not "black belts" at this stuff. At 6th level a Monk of the Empty Hand becomes a master of using improvised weapons and becomes much more capable of using them to good effect, and only then are they "all about" improvised weapons. Until then, they're merely a taste of what is to come.
However, there is one way to make your particular Monk of the Empty Hand all about improvised weapons right from the get-go:
Benefit: You do not suffer any penalties for using an improvised melee weapon. Unarmed opponents are flat-footed against any attacks you make with an improvised melee weapon.
By investing a feat at 1st level, you can start taking advantage of your Empty Hand special abilities without the –4 penalty. Of course, it means one less feat for other uses and a wasted class feature at level 6, but when what you want is an improvised-weapons prodigal monk, that may be an acceptable trade-off to you.