A pyramid is a three-sided geometric shape whose outer surface is comprised of three triangles, converged at a single peak, with a triangular base.
According to Odo, a pyramid was "one of the most mysterious shapes in nature," while demonstrating a pyramid-shaped glass container to a sick infant Changeling. Later, Odo transferred the Changeling back and forth from the pyramid-shaped to cube-shaped glass containers, and at one point said, "Now Mister Pyramid, here comes Mister Cube." (DS9: "The Begotten")
They were part of the city designed by Kukulkan. All of the ancient Human cultures influenced by Kukulkan built some type of pyramid, although none of them did it in the perfect way that he had planned. (TAS: "How Sharper Than a Serpent's Tooth")