Sura 28:38 tells us:

The Egyptians constructed their public buildings with cut stone, not bricks. The Mesopotamians, by comparison, constructed most of their public buildings with baked bricks since they lacked a good source of cut stone.

However, the Qur'an makes an historical error when it claims that the Egyptians used baked bricks. Except for some minor ruins at Nebesheh and Defenneh, baked [or burnt] bricks were not used in Egypt before the Roman period (Manual of Egyptian Archaeology, G. Maspero, H. Grevel, p. 4). The Bible tells us in Exodus 5:6-7 :

Archaeologists and historians agree:

This illustration is from an 18th Dynasty tomb painting, found in the Tomb of Rekhmara. It shows the process by which bricks were made in ancient Egypt.

Not a problem for Exodus. The bricks made by the Hebrews were composed of a mixture of clay and straw which were then sun dried, not baked in kilns. The straw helped hold the brick together since they contained moisture as a result of not being baked. There are ancient remains in Egypt of clay bricks, however, we do not see kiln baked bricks until the Roman era. You don't put straw in baked/burnt bricks, because the burning would also burn the straw to ashes and make that useless.