How do lipids relate to the food pyramid?

They are found in fats, at the top of the pyramid, meaning you should eat the least of them.

Keep in mind that the food pyramid is not used as often anymore, but it essentially states that the portions of food you should eat, in ascending order, are breads, vegetables, meat/milk, then fats/oils. It basically says you should eat less fats.

Source: http://healthimpactnews.com/2011/enjoy-saturated-fats-they%E2%80%99re-good-for-you/