I found that most of the Hindu scriptures and epics describe places in and around India.
Does any Hindu scripture mention about the Pyramids of Egypt or America or Africa?
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The geography of events in all Hindu scriptures are confined only to the Indian sub-continent. If you look at the the various places where events of Hindu scriptures took place you get:
Beyond these four extreme locations, events of the Ramayana do not take place.
Events of the Mahabharata have take place in a much wider geographical area
Outisde these 4 extreme boundaries in the North, South, East and West, there is no known reference to the involvement of the people any other lands or anything in those lands including pyramids of Egypt or America. It is natural to undestand that Mahabharata has a wider grography because it was written after the Ramayana.
It is also interesting to note from geographical point of view the rivers that were prominient during various yugs.
Source: All these information is not present collectively in one single scripture so the best reference would be the Rig Veda, Ramayana and the Mahabharata directly.