I would classify them more as 'subjects' than citizens, but no. Slaves were not used directly in the building of the pyramids. The Egyptians had a corvee labor system whereby peasants were expected to pay for the right to use the king's land (all of Egypt) in service. Working on the pyramids was actually a fairly good deal for the farmers at the time, since they got food and board and the right to build a tomb in proximity to the pyramid, which was a huge honor (although the corvee was still unpopular.)

Slavery did exist in Egypt, but slaves were generally a prestige item (as far as we can tell.) Most slaves served in domestic roles as servants, guards and similar. There simply weren't enough of them to make an effective labor force. The Egyptians also seem to have used 'conscripted' foreigners in their army now and then, which could be seen as a form of slavery.