It is located at the limit of Falicon, on the flanks of the Mount Chauve. It tops a cave, called the Rata pignata cave (bats cave) where there are stalactites. (And notably a central pillar.)
Many esoteric books were written about this pyramid. It is said to have been the location of a cult dating back to the high Antiquity, event to the Neolithic. Human sacrifices would have taken place here (young virgins, that's more appealing), rituals of all kinds. Or it would have been a landmark used to signal the cave to plague victims during the Black Plague in the Middle Age. The cave would have been a shelter then for them.
An archeological study showed that it was actually built in the beginning of the 19th century, soon after an italian tourist discovered the cave. Egypt is then very fashionable - Bonaparte has just come back from there. If one absolutely wants to find something strange about this pyramid, thereisn't much better than to think it could be an hypthetic Free Mason symbol linked to the cave where mettings would have taken place. You're free to believe it or not, although no evidence supports this fact.
Anyway the pyramid is badly damaged and deteriorates quickly. Do not climb on it in order to preserve it.
It is around 8 km away from Nice center. Park your car nearby, for exemple at the "Aire St Michel". Then use the trail.