A pyramid is a shape. It typically has a square bottom with four triangular sides that get narrower as they get nearer to the point at the top, called the "apex". A pyramid that has a triangle as its base instead of a square is called a tetrahedron.
There are famous buildings with a pyramid shape around the world. In Egypt (a country in north Africa), kings and queens called pharaohs were buried in very large stone pyramids. There are also ancient pyramids in Africa, Nubia, Central America, Greece, Rome, North America, France, China and Mediaeval Europe.
There is a famous modern glass pyramid in front of the Louvre Museum in Paris. The Luxor Hotel, in Las Vegas, Nevada is also a glass pyramid. The largest of these huge buildings is the great pyramid at Giza near Cairo. It was built by the pharoh Khafra from the Ancient Egyptian Old Kingdom. The other pyramids were built by Menkaura and Khufu (both from the Old Kingdom as well). It is one of the seven wonders of the ancient world, as listed by the ancient Greeks.
Source: Wikipedia (All text is available under the terms of the GNU Free Documentation License)
For More Information: Egyptian Pyramid Construction Techniques