Coehlo is writing in a genre called "magical realism" (sometimes also called "magic realism"). Magical realism is a style of writing that blends both the ordinary and the fantastic but treats both equally and matter-of-factly. All of the things you mention here (the oasis, the philosopher's stone, the pyramid, and the sycamore tree) all function within this realm of magical realism, as all are both ordinary and extraordinary.
The "oasis", as a literal place, is a location in which the caravan can stop for respite, primarily because it has water, a resource obviously in short supply in the desert. Metaphorically, the oasis is also the place where Santiago's soul can be refreshed, for here he meets Fatima. Their meeting in the oasis is significant because they must endure a trial. Fatima accidentally spills some of the precious water. They learn to be careful and protective of the resource, and careful and protective of their love.
The philosopher's stones are plural: there are two of them. On the surface, they appear to be ordinary rocks. However, the pair, named "Urim and Thummim", have magical properties of divination. When Santiago finds himself in a quandary, he can ask the stones a direct "yes or no" question and receive an answer. The catch is that Santiago must choose his question wisely as the stones can be used only once. No one must know too much about their future.
The pyramids of Egypt, of course, are real. Pharaohs are buried in the opulent tombs built for them by slaves. But pyramids have long been a subject of mysticism; powers ascribed to being near pyramids include healing and preservation. The shape and points of a pyramid are important as well. Triangles, of course, have three sides. When Santiago reaches the pyramids, he meets the two robber boys; each boy represents a point on the pyramid. Additionally, the pyramids are where Santiago finds the scarab, telling him he must journey back to where he began, thus testing his now-honed virtue...patience.
The sycamore tree is a real tree, naturally. Sycamores are indigenous to Egypt. Santiago first begins his journey asleep under a sycamore tree; it is to this same tree he returns to at the end of his journey to discover both his "Personal Legend" and his quest to uncover the "Soul of the World."