Four vertex-manipulated brushes. Make a brush, vertex-manipulate it so that it's bottom ends are out at the base of the pyramid-in-making and the top ends where the point will be. Bring the top two sets of vertexes together to form a triangular face. Copy over to the other side. Select both, rotate 90 dgerees, place to form pyramid. vertex manipulate any corners to fit, if needed.
A pyramid is a simple shape, man. C'mon! Now, if it were a hexagonal pyramid or something, it'd require some EFFORT but it'd still be simple.
Essentially, just do what you'd do to make a building, but angle brushes towards the middle to form the point.