From a distance, it just looks like a dent or cave in the side of the cliff.
On the other side of I-17 just outside of Camp Verde is the Out of Africa Wildlife Park. I didn't visit there during this trip, but did stop by about 3 years ago - right after they moved from the east Phoenix area to Camp Verde.
When I visted, they only had the Serengeti Safari open. You climbed into a cage on top of a Hummer and drove through the big fenced area that had zebras, gnus, ostriches, giraffes, and other African animals (not the big cats). I think they have now changed from Hummers to other types of vehicles.Below are a few pictures that I took of the animals.
They provided you with giraffe food, so the giraffes would come up and stick their head in the people cage and take food from you. It was pretty fun. You can see more pictures here.