The key theme of this poem by Stephen Spender is death, particularly the way that "shapes of death haunt life." Spender's concern is that the darker parts of the human character, such as greed and ambition, are actually elements of our own death which dog us through life if we allow them to do so.
Spender describes the act of feeding ambition, like a flame, as an act of contributing to the shadow of one's own death. By trying to build up something that will last after we are gone, we are effectively spending our lives planning for our death—we are trying to do something which will "prevent . . . death's industry," not recognizing that this is impossible. Those who ordered the building of the pyramids did so in order that they would still be remembered after death, but this did not prevent them from dying—it only meant that they spent their lives thinking about their deaths rather than in the act of living.
The themes of this poem, then, might be encompassed in the concepts of ambition, reputation, death, and the idea that putting all of one's life into building up a reputation is to set aside true living in favor of a fruitless attempt to stave off death.