Egyptian Sphinxes are ancient structures built for burial tombs of Kings. The most famous one is the Giza Plateau which displays two pyramids alongside a sphinx. The sphinx is a statute combing a lion's body with a king's head and it's role was to protect the burial tombs of past kings.
For the pyramids, get a softball-sized amount of clay and roll it into a ball. Flatten the ball against a paper plate to give it the pyramid's base. Now slice the ball into a point made of four sides. The sides don't have to be perfectly smooth since the actual pyramids are falling apart. We want to duplicate that "ancient" look by giving it a rough, brittle texture. Use a toothpick to score the look of limestone blocks.
For the Sphinx, get a long piece of clay resembling a hot dog. Then mould a ball of clay and combine to two components together. Refer to a picture of the actual sphinx to start moulding the face of the sphinx. Images are readily available online. Pinch a nose with your fingers, mould the head into a triangular shape, and use the toothpick to poke holes for the eyes. Then roll two rolls for the front paws and combine it with the rest of the body. Use the toothpick to score in the toes for the paws. Be sure to duplicate other details onto the body following a picture as reference.
Let the clay dry for several days. When completely dry, you can start to paint by using tempura paint. You can combine yellows and orange to give the sculpture a more "ancient" look. Let it dry and add another layer of paint to ensure even coating. You can also add a tempura mixing medium to give the paint a thicker coating.
To add more detail, you can add rustic brown paints after the initial layer of yellow and orange paint. For a more sophisticated look, you can use oven bake clay with acrylic paint.