How do you think they built them?

Basically just man power in the form of slaves using methods pointed out by @steampunkkaja as well as other methods. There countless ways of doing these things that are actually just a very simple use of physics. I watched a man move massive objects far distances on his own using a long stick and two rocks. It's just physics and simple tools.

I feel like the pyramids example is like thinking about humans traveling across the universe to build a 3D triangle. It just doesn't make any sense.