For Stonehenge, the only really difficult part would have been moving the stones around. But if you get enough people pushing and pulling at a rock, then you can move it. It’s just a matter of getting enough workers. And if you throw in a few simple tricks such as rollers or skids or whatever, then that makes it even easier. Plenty of people have made life-sized models of Stonehenge or bits of Stonehenge, using nothing very fancy or mysterious.
As for the pyramids, another thing that a lot of the “aliens did it!” crowd don’t notice is that there is a long, long established line of pyramid development. It starts with the simple little mastabas, which were basically just rectangular stone boxes not unlike many modern cemetery crypts. Then people started showing off, and making them into a box on top of a bigger box. And then a box on top of a bigger box on top of a bigger box. Eventually they wound up with the step pyramids. And then they started getting the idea of making the sides all nice and sloped and smooth. And they totally messed that up the first few times that they did that, and the resulting pyramids were unstable. And then they modified their technique and made nice sturdy pyramids. And then they modified their techniques again, and made pyramids that were junk. And they recorded much of their techniques in pictures, often within the pyramids themselves. We know where they got the stone and how they dug it out and moved it. We know how they prepared the foundation, and how they made sure each level of the pyramid was properly set. We know some details of how they moved the stones up onto the pyramids, though not all the details (plus it seems that there wasn’t any one single way that they did it, either).
Again, the pyramids are mainly just a matter of getting enough people all together and motivated. Even with a few simple tools, it can be done. Again, people have done the same thing in modern times and shown how simple (though not necessarily easy) it is.
I expect that there’s probably a fairly good series of sites that also show the gradual development of the monuments of Stonehenge’s type, too, maybe going from simple menhirs to dolmens to whatever. But that’s not really something I’ve made any study of.