
Enter your world seed into the interactive seed-map finder on this page and it will plot every Desert Pyramid with exact X and Z coordinates, so you can travel straight to one. In-game you can also explore desert biomes on the surface, or use the /locate structure minecraft:desert_pyramid command if cheats are enabled.
Desert Pyramids only generate naturally in desert biomes in the Overworld, sitting on the surface as sandstone structures with an orange terracotta top. They are spread out, with at most one generating per region of roughly 32x32 chunks, so they are usually several hundred to over a thousand blocks apart.
Beneath a blue terracotta block in the floor is a hidden chamber with four loot chests guarded by a TNT trap triggered by a stone pressure plate, so disarm it before grabbing the loot. The chests can contain diamonds, emeralds, gold and iron ingots, enchanted books, horse armor, golden apples, and rarely an enchanted golden apple.