How do libertarians address the issue protecting things like the pyramids and other historical artifacts. Does the government have to get involved or can they be done privately?
I assume you mean right-wing libertarianism as it can be seen in the US.
In that case: Proponents of unrestrained capitalism don't have "protecting things" as part of their ideology.
The point is that "the market" will take care of it. Landmarks would be privatized and whoever owns them would do with it as they please. If they want to preserve it for the sake of it, then they'd do that. If they want to preserve it and charge tourists for access, then they'd do that.
And if they want to demolish it and built something more profitable, that would be fine too. If others want to prevent it, they'd have to try to raise funds to buy it (if the owner is willing to sell). If they can't do that, then the market has spoken. The landmark doesn't add enough value to society for people to be willing to finance it, so it should be demolished.
In right-wing libertarian ideology, things (or people) don't have value in and of themselves, but only insofar as "the market" decides that they do.