Google Map: https://goo.gl/maps/z2grr1XP3tt

Park inside Pyramid la.

If you're coming during the weekend better pay more and park at the priority parking.

After you arrive at the Sunway overhead bridge, take the left turn up to the bridge and wait for the traffic light, that leads to the right hand side toward Sunway.
Make you sure you stick to the left lane after you didn't the right turn, so that you don't ended up at Puchong instead.
Soon you'll come to another overhead bright and this time you're at the bottom at the traffic light again.
Another right turn at the traffic light and stick to your left after that turn & go straight for a bit more, Sunway Pyramid is right on the left hand side of you.

Parking rate here.