Yes, some Native Americans built pyramids. No, they did not look like those.
In fairness to Mr. York, his Nuwaubian Nation was a confusing synthesis of Muslim, Jewish, and Ancient Egyptian beliefs, but he also claimed Creek and Olmec native heritage, because fuck it, why not? And he's not close to the worst perpetrator. Take "Iron Eyes" Cody. You know him from this:
The one with the iron tears.
He was one of the most influential Native Americans in Hollywood history: He advised some of the great directors of Hollywood's golden age and insisted on historical accuracy in Native dress and rituals in the movies he worked on. He also wrote a book documenting the nearly lost art of Native hand signals: