In Cellular (2004) movie, There is a scene at the top of building construction, Ryan jumped into some big sliding pipe to escape from the Ethan.
Is there any English word for this big pipe ?
In the UK at least they're called "Rubbish chutes" or sometimes "Rubble chutes", eg
With reference to "Escape chute" and "pipe slide", as mentioned in other answers: I think the key difference between those and a rubble chute is that a rubble chute is not designed for humans to slide down, and in fact may be very dangerous, perhaps fatal, for them to do so (I certainly would not want to jump down the one in the above picture, for example, which would deposit you at very high speed into who-knows-what at the bottom).
I think this is what the OP is asking about, given the description of it being at the top of some building construction, but I haven't seen the film in question.
That looks like an Escape Chute to me:
An escape chute is a special kind of emergency exit, used where conventional fire escape stairways are impractical. The chute is a fabric (or occasionally metal) tube installed near a special exit on an upper floor or roof of a building, or a tall structure. During use, the chute is deployed, and may be secured at the bottom by a fire fighting crew some distance out from the building. Once the tube is ready, escapees enter the tube and slide down to a lower level or the ground level.
It may also be referred to as an "evacuation chute".
When used by a human being for amusement, that's a pipe slide.
Grace shooting out of the "Pipe Slide" at the Owen Farm Fall Festival
There is also a "rolling pipe slide" which has a slightly different mechanism. (see photo below)