Answer:
The blocks were carved from cliffs and mines, then dragged to (yes, dragged, by sheer manpower) and shipped across the Nile to the building site. As each layer was built up, an earthen ramp was built up with it so the blocks could be dragged up to the next layer until they got to the top. Then they went back down adding limestone blocks to smooth out the pyramid's exterior, removing the earth ramp until they were at ground level again.