My read is:

1. Someone posts an image with pyramids and the caption, "How tf did they build this without any [something]"
2. Someone takes the image from 1, pastes some Marlboro reds over whatever [something] was there before, presumably to express that cigarettes are a required ritual in the construction trade
3. Someone makes the camel comment, taking the piss out of 2
4. Someone screenshots 3 and posts it here

The joke is

A: making fun of people who think ancient people couldn't have built the pyramids

B: making fun of cigarettes via the ridiculous implication that they would be necessary for the task

These kind of memes honestly feel like Malboro found a way to circumvent advertising rules, so I assume the joke’s on all of us, I guess.

Isn't camels is wrong in the first place? They used water to transport the stones.

I mean it's possible that before the meme creator put the picture of the Marlborough Reds over the screenshot of the post, it said something like "cranes", "Ford Raptors", or "iced coffee and rotisserie chicken".