How do you say Egypt in Egyptian?

I guess you mean ancient Egyptian, not modern Egyptian Arabic.

We only have hieroglyphs as evidence for the ancient language and these did not write any vowels, only consonants. The writer and ancient readers of those texts knew exactly which vowels should be said, but that knowledge is lost today and we can never know how each Word was pronounced.

The Word for a cat was written with signs spelling miw(where i stands for a consonant sound not found in English, not the vowel i). With unknown vowels included this is clearly an attempt to copy the sound made by domesticated cats.