How do you get into the pyrimid? How do I unlock that door at pyrimid? Do I have to go through the Skull castle first? Do I need to umlock the level 12 lock at castle? What am I looking for in the castle?

You need the Lich's Staff to unlock the pyramid so you do need to do Skull Castle first.

Wyv

The Liches staff is for the Temple lock, not the pyramid. You need the 3 tablets of Cet which are found in the sunken city to open the door to the pyramid.

behind the door there is only treasure, the best I got being a robe+4 for my warlock. If you try it be sure to save first, because you can jam it and after that you will never get in.

If you finished adrianna's quest you can choose the key for wealth. This key fits on the level 12 lock (or so I'm told).

You can get into the treasure room after jamming the lock. Using a high level pick while it's equipped will sometimes UN-jam the lock.