none of my attacks work how can i kill it?

You need a slashing weapon. Don't think it needs to be enchanted, does it?

I thought it needed piercing weapons. (Spears, arrows, halberds, short swords, daggers)

Clay needs magical blunt weapons.

I do not think any type of damage is needed, though slashing does work. The weapon used must have +2 or better enchantment, and I think they are resistant to magic as well. To my lvl 10 paladin with the Holy Avenger, they present no challenge whatsoever

Stone golems are very tough early on. You need at least a +2 weapon and maybe even +3. Also, if you cast stone to flesh on a stone golem it causes them to take normal damage from any/all weapons for 1 full round (that is if they don't resist the magic). Look around the keep thoroughly because there is a ring of golem charm that is very useful throughout the game.

Personally, I killed the other golems and ran from the stone golem. Later in the game when I came back to kill him he was gone