This post, and several others, are in the FAQ. Feel free to ask more specific questions if these aren't fulfilling enough.

Yes, we are quite certain of how the pyramids were built. Yes, like with almost all history and archaeology, it is all guesses, but highly educated such. And no, it had nothing to do with aliens! ;)

You might be interested to look up some photographs of the first pylon at Karnak. The pylon is a pair of steep sided truncated pyramids forming an entrance. They are not as large as the Giza pyramids, but were constructed with the same mud ramp system thought to have been used at Giza. In the case of Karnak, the ramps were not completely removed, so you can get an idea of the method used.