Pyramid, Pyramids
Capitalize in the Pyramids at Giza, or Giza Pyramids:
The Pyramids at Giza are the tombs of Khufu, or Cheops; Khafre, or Chephren; Menkaure, or Mycerinus.
Capitalize also as part of a proper name:
the Great Pyramid of Khufu
Lowercase in all other uses:
the Egyptian pyramids
the pyramids