The Bible doesn't mention the pyramids, nor does it give any hint that the ancient Israelites were involved in constructing them. They may have seen them, but the Bible doesn't say, nor does it attach any spiritual significance to the pyramids.
In fact, the Bible tells us not to attach any spiritual significance or power to anything made by man. To do so would be idolatry -- and the Bible is clear: Idolatry of any type is wrong because it's a substitute for the living God. One of the Ten Commandments declares, "You shall not make for yourself an idol in the form of anything in heaven above or on the earth beneath or in the waters below" (Exodus 20:4). Ancient Egypt's religion was idolatrous, and the Israelites weren't to have anything to do with it.
Some people today, I understand, attach mystical powers to pyramids or other objects (such as crystals). But I urge you not to be misled by ideas like this. God is not a mystical power that we can somehow capture for our own purposes. He is the sovereign God of the universe, who loves us and wants us to know Him and have a personal relationship with Him.
How is this possible? It is possible because God has reached down to us in the person of His Son, Jesus Christ. He came to erase the barrier between us and God -- a barrier caused by our sin. Turn to Him, for He alone can bring us to God.