In the place where the commies shot a hole into the trails and the mine car jumps over that hole, immediately before the exit gate there is a three-way crosspoint.
Just ride behind that crosspoint, stop the car and ride backwards. This will take you to a hidden room with a pool and a waterfall.
From the crates which float in the pool stand immediately opposite the waterfall, then whip yourself through. You will reach a chamber behind the waterfall where you'll find a key.
Use this key in the room with the pyramid.