I mean, it's an amazing feat of engineering, and we still don't know every detail of how they made it. One intriguing idea being floated is that rather than carry huge limestone blocks all the way up to the top, they may have "cast" the blocks in situ. In other words, the top blocks of the Great Pyramid are quite possibly a primitive form of concrete. It's not that much of a stretch as the Romans had concrete (in fact, they had a kind of concrete that is strengthened by seawater and we only just worked out how to make that again...pretty soon we'll be making sea walls out of it).

They were smart people with a lot of resources.