How can I produce a hole through a pyramid?
Create a cylinder the diameter of the hole and position it so it passes all the way through the pyramid where you want the hole. If either the pyramid or the cylinder is in a group, explode the groups. Both objects must be in the same context; that is, in the same group or component or in no group or component.
Right-click the surface of the cylinder and pick Intersect faces > With Model. Then delete the parts of the cylinder sticking out past the pyramid and delete the little caps blocking the ends of the hole. If necessary, right-click > Reverse Faces so the wall of the hole is white, not blue.
Roughly what Gully said in pictures.
If you have the Pro version it’s easier if you use Solid Tools’s Subtract function.
Thanks Gully that’s great, just tried it and it worked a treat!