The Bible doesn't actually say anything about slaves being used to build the pyramids or even mention the pyramids (as far I know, there may be an obscure mention in the minor prophets I don't know about). The idea of Israelite slaves building the pyramids is entirely cultural, and relatively recent. For example, in the middle ages, people believed that the pyramids were actually older than the story of Moses and Egyptian captivity, and attributed them to the biblical character Joseph, who appears in the Book of Genesis. I suspect the idea of Israelite slaves building the pyramids comes from early movies about the Exodus such as the blockbuster hit The Ten Commandments.