It's basically like an X-ray machine - the cosmic rays come from space (they're produced by stars, supernovae etc) on one side of the pyramid and you have a detector on the other side.

The rays (to be precise, muons instead of X-rays) almost always pass through everything. But occasionally they interact with matter and that's enough to work out where the matter is, how much of it there is etc.

Here are some pictures from the people who brought us the Large Hadron Collider.