'Megalith' is just a fancy word for 'big stone'. The Maltese temples are made from enormous blocks that the builders cut out of the ground using stone tools. There were no metal saws back then. Some of the blocks weigh as much as 20 grown elephants stacked on top of each other.
Nobody knows for sure how the builders moved them. One clever idea is that they used 'rollers' - small round stones underneath the big blocks. By pushing on the big stone, it would roll over the small ones, a bit like the wheels under a heavy suitcase. Try moving a heavy book over a row of pencils and you'll see how it works.
There are several of these temples spread across Malta and the smaller island of Gozo - including 臓gantija, which means 'the giant's tower'. Local stories used to say that giants had built them, because surely no normal person could lift those stones. (No actual giants - sorry!)
Inside the temples, archaeologists have found tiny carved figures of people and animals, neat little stone bowls, and round 'altars' that may have been used in special ceremonies. We don't know exactly what those ceremonies were, because nothing was written down. The temples keep a lot of secrets.