Pylon is a word used for any large shape that tapers upwards. It was used to describe the gateways to the Ancient Egyptian temples, as you can see in the picture above.
An electricity pylon is a tower made from a steel frame. It has arms which support the cables. The steel pylon is not directly connected to the cable. If it were the electricity would leak into the ground.
Electricity pylons are tall so that they can hold the cables high above the ground. This keeps the cables away from people and lessens the risk of an accident.