It depends on how you conceptualize energy. If you mean energy like electricity, then no, pyramids did not produce energy. However, if you mean energy as in activity, then in a roundabout way pyramids do produce energy. Pyramids are symbols of power and authority. They are a statement by the rulers who had them built that they command a huge amount of surplus labor. Pyramids tend to cement existing power and authority of a ruler and his descendents allowing them to continue to command surplus labor without necessarily having to build an equally large pyramid. Being able to command surplus labor and direct it towards other projects is, in a way, producing energy in the form of labor activities. These activities could be building roads, building a new palace, fixing the walls of a city, or improving irrigation systems.

I hope that is a satisfactory answer. It may not be the one you imagined considering the proliferation of pseudoscience on TV and the internet (i.e. Ancient Aliens).