Lanilor gives you the first pyramid when you try to enter the catacombs, so you may have dropped it near the entrance where the statue was. To pick up the other teleporter, you need to drag and drop it into your inventory (or onto the menu bar / interface at the bottom of the screen (you can also drag and drop letters, chests and other items who's default action is not to pick up).
The teleporter pad brings you to the first level of the catacombs, not too far from the entrance, so you should be able to backtrack and take the ladder up to get above ground.
After going through the portal, there are 2 sets of stairs, one going up to the graveyard, and one going down to the second level.
Once you find the first pyramid again (you can run around where it may be with the Alt key held down to help spot it), you can click on it again to get to the second one, then pick it up and use it without dropping. After that, place one teleporter near a bed to use as a home base. You can also find the second teleporter if you just keep going deeper into the catacombs.
