Pyramid
Enter the desert south of Goa and use the Leather Boots to walk in the sand unharmed.
Go to the cave in the bottom-right corner and use flight to get over the quicksand to enter the cave.
Go through the cave to the valley with the rabbits. Change into Stom (first one) and talk to Deo. It will give you Deo's Pendant. When equipped, this item will slowly recharge your MP when you are standing still.
Go south to the town of Sahara. Buy as many Magic Rings as you can since they will be useful for the rest of the game and there is nothing else you need your money for.
Enter the cave east of Sahara. It might be a good idea to raise your experience level to 16 fighting the enemies in this cave.
Use flight to enter the Pyramid in the desert just outside the cave exit.
Climb to the top of the Pyramid and defeat the emperor with the Sword of Thunder. You will receive the Psycho Armor and will drop down to the entrance of the pyramid. Talk to Azteca there and he will give you the Bow of Truth.
Enter the back entrance of the Pyramid, found north of the main Pyramid.
Use the Bow of Sun and the Bow of Moon to defeat the fire breathing statues and to open a path into the Pyramid.
When you reach the emperor, use the Bow of Truth to reveal his true form. Use the Power Ring, the Sword of Thunder, and the Storm Bracelet to defeat him.
Tower
Enter the tower behind the Emperor's room. Use the Sword of Thunder and the Warrior Ring to defeat the enemies. When you defeat all the enemies on a level, a stairway to the next level will appear.
Enter the room where Mesia is near the top of the tower and your four swords will turn into the Crystalis.
Climb to the top of the tower and defeat Dyno using Crystalis and the Power Ring. Aim for the eye when it opens.