Attempting to do so with the pyramid in the inventory will prompt the Hero to state that "They should drop it if they wish to return here". At this stage one can either drop the pyramid or select it again to transport directly to the second pyramid. Alternatively one can travel down to the floor where the pyramid is located.
Regardless of the route to the stone one takes, they will encounter several skeletons and skeletal archers in the room. Collect the pyramid and either use it to teleport back out to the location of the first pyramid, or if this not an option, use the portal stone outside of the room to the west to teleport to Mardaneus' Cellar. Additionally if one chose to travel down to the pyramid, they can elect to walk back out.