No. The ancient world isn't as mysterious as tv would have you believe. Check out this retired dude moving 2+ ton stones around his backyard using only leverage. He says he can move a stone that weighs as much as a minivan 300 feet/hour by himself. Now if you got 10,000 slaves doing this.....
I do believe there is life of some kind on other planets (statistically there has to be), but don't believe they have visited. The nearest planet we believe to be habitable (for humanoids anyway) is something like 200 million light years away.
No, think about it this way. Why would an alien species come to earth with only an extremely primitive race of ape men? Why would they come in the first place, only to then help us build giant stone pyramids?
The human brain was as evolved 5,000 years ago as it is now, they simply did not yet have the technology that we have today. They just figured out how to do it. It's even possible, they had knowledge that has been lost.