I'm assuming you want to make sure the pyramid is intact afterwards, massive ground-air shockwaves and surrounding land be damned.The last couple of posts actually gave me this idea:
How about building it in orbit and then putting it down somewhere, you know where there's a country/continent we might like to destroy anyway, Wouldn't that be easier?![]()

The friction generated by the pyramid when descending to Earth will be one major limiting factor. Heat could damage the structural integrity of the pyramid, so very strong heat-resistant materials will be needed to avoid such a massive structure breaking up in the atmosphere and causing destruction over a scattered area.
Assuming it is able to overcome the friction, it then needs to slow down more to allow a decent touchdown or splashdown and avoid blowing up on impact. The old NASA space capsules and Soyuz deployed signiciant parachutes to help slow the vehicle in the low atmosphere in order to protect the precious cargo (the astronauts). Soyuz even employed braking rockets. How these will be incorporated into the heat-shield-protected pyramid will be tricky, assuming they survive re-entry in the first place.
Finally, given the measures to protect the pyramid from harm, will it still be able to be supported by the ground? Such big structures need a decent foundation deep inside the ground beneath its metaphorical feet, and the choice of land needs to be good and solid in the first place, and of course unharmed by the effects of re-entry, otherwise, like the king who built three castles, it'll just sink into the swamp.