I watch you fix your hair
Then put your panties on in the mirror, Cleopatra
Then your lipstick, Cleopatra
Then your six-inch heels, catch her
She's headed to the pyramid

from Frank Ocean – Pyramids Lyrics on Rap Genius

This Cleopatra’s costume (high heels, scanty costume, etc.), setting (a presumably seedy motel), and the fact that, as is soon revealed, she’s heading to work, sets up the expectation that she is a prostitute.

The “pyramid” in this setting is not some exotic ancient ruin, but likely a strip club called “The Pyramid” or some area of sin called “the pyramid” by the narrator. Perhaps it’s the Luxor Las Vegas hotel, which is named after an Egyptian city and is in the shape of a 30-story-tall pyramid

It could also refer to a certain pyramid shown in the single art, suggesting her occupation as a prostitute

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