The "Stone Age" is simply a term of convenience that archaeologists use to refer to the very long period time when people mainly made tools out of stone. It's a relic of when we didn't have any other information to go on in terms of judging how old things are. Now we have methods like radiocarbon dating we know that the Stone Age lasted over 2 million years and that lot of things happened in that time. You asked elsewhere:

We used to be hunters, right? And then we started building Egyptian pyramids and Roman buildings, right?

In fact there was a huge amount going on between when people first moved away from hunting/foraging lifestyles and the wonders of the ancient world (and before then, for that matter). We're talking at least 6,000 years of history, during which time people started living in settled villages for the first time, domesticated the plants and animals we still rely on today for food, created the first complex societies, the first states, the first empires, invented the wheel, writing, money, and countless other technologies, built Stonehenge, colonised the last corners of the world, traded, raided, warred, made peace, built alliances, and basically everything they did in later history – the only difference being they didn't write it down. At no point were people just loafing around, stuck in a rut, waiting for a bold new era to come along. The end of the Stone Age – coinciding with the invention of metals – was a relatively unremarkable time that is only really significant in hindsight, to people digging through prehistoric trash and trying to make some sense of it.

At the moment, this a rather broad question. Could you clarify a little what exactly you mean, and perhaps provide some specific place to focus on?