In the case of Egypt it's mostly wind-blown sand and dust. But deposition can also be caused by river sedimentation during floods.

In non-desert areas, dead biomass (fallen leaves, etc.) creates soil. My parents had a stone path through their yard that they didn't maintain, and within a decade it was covered over with soil and grass grew over it.

Over the course of a few thousand years, structures can be buried by several meters of earth.