If you mean the Egyptian pyramids, they have 4 faces.
They have 5 surfaces, but the base (the part touching the ground) is not a face.
The problem is there are many different types of pyramids ( http://en.wikipedia.org/wiki/Pyramid ), so without knowing which particular kind of pyramid we're talking about, we can't say how many faces a pyramid has.
If you mean a geometrical pyramid, then can have any number of faces ( http://en.wikipedia.org/wiki/Pyramid_(geometry) ).