The cost would be huge, but yes we can. The building material is not a big problem, as it is much easier to cut out and transport the stone blocks with modern tools, or we can simply go with full concrete and shape it with a mold - we've already tried this with the Hoover dam.
If we stick with stone blocks, the method would be different from common buildings: as we go closer to completion, the crane at the top of the pyramid would have trouble reaching the edge to get materials due to the horizontal distance. So we might need to first set up some temporary roads around it and get some engines to transport stone blocks up near the top.
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