Upon starting the course, you will appear on a stone platform amongst a lot of sand, with one of those hopping boxes with faces on it near you. Move to the right, past the Bob-Ombs and Fly Guy, until you reach the stone structure. There will be a whirlpool of quicksand by the stone structure, but you will be able to jump out of it, as long as you don’t reach the center. On top of the stone structure, there is a yellow block that contains a Koopa shell, as well as a Wing Cap block. The Wing Cap is needed for a later star, but both are a great convenience for getting around the outside area.
Past the stone structure will be a series of walkways, where you see large boxes moving on them. These are Tox Boxes and they will crush you, depending on how you move on the walkways. However, one side of the Tox Boxes will have a hole in it, so you can wait on the square where the hole will hit to avoid taking damage. You will have to navigate past three Tox Boxes here, but you can also use Long Jumps to skip past some of them. As soon as you are past the walkways, head for the nearest tower (you can literally run up the side of it). Wait at the top of the tower until Klepto, the vulture, flies by and you should notice the star it is holding in its claws.
You simply need to jump into Klepto to make it release the star, but Klepto might not fly directly over your head. After flying around you a few times, it will fly off then return in a minute or so. Once you release the star from its clutches, it will land in between the two towers on the entrance side of the pyramid with the entrance, so go and pick it up.