Yes and no. If you're asking specifically whether they had pyramidal structures with a wide, square base and a narrow, pointed top, then well, not really, at least not that I ever saw during a pretty thorough course of undergraduate study and some time living in the Andes afterward. If you're looking for something like the Maya pyramid at Chichen Itza, then you'll probably be disappointed.

If, however, you're asking whether they built large, complex stone structures, then whoo boy, and how! My favorite is Qorikancha, which was once the greatest temple in the Inca empire and was rumored to have been filled with gold which was given to the Spanish as ransom for the captured Atihualpa (or at least, so says the Spanish chronicler Pedro Cieza de Leon in his book The Discovery and Conquest of Peru, published in 1553, partial ebook of the translated version located here - and while you generally have to take most of those Spanish chroniclers with a grain of salt because they were prone to exaggeration for personal glory and royal patronage, this account is pretty widely accepted). The Spanish later built a convent and church on top of it, but the Inca stonework is still visible at the base.

You'll see some people referring to certain Inca structures, like Sacsayhuaman, as a "pyramid" (see this blurb from the History Channel for an example). It's not an accurate description if you're talking about the specific pyramid shape as opposed to just a large, stone structure. Sacsayhuaman is a huge hilltop complex with undulating stone walls that really doesn't resemble a pyramid.

The Inca also built some fairly complex terraces with structures on top that you can see particularly throughout the Sacred Valley, but throughout the Andes generally. Some of the most famous are located at Ollantaytambo. You can see in the picture that there are buildings at the top of the terraces, which are cut into the hillside. Terraces also featured prominently at Machu Picchu (apologies for my own, unsourced photo via Imgur, but I couldn't easily find one via Google that showed them clearly enough).