The notable structure completed in Egypt around 2560 BC is the Great Pyramid of Giza. As one of the Seven Wonders of the Ancient World, it served as a tomb for the Pharaoh Khufu and reflects the advanced engineering skills of the Ancient Egyptians. The Great Pyramid is a testament to the immense resources and labor available during the time and represents the significance of the afterlife in Egyptian culture, providing insights into their societal structure, religious beliefs, and architectural innovations.