Caja del Rio (the Caja to locals) is a large mesa in north central New Mexico, a few miles west of Santa Fe. There are no services, no paved roads, and no houses on the Caja. Instead, there are numerous volcanic peaks, thousands of cattle (periodically), a small herd of wild horses, scenic views, and numerous recreational visitors, primarily mountain bike and equestrian trail riders.
The name Caja del Rio is an apparent play on words. In Spanish, one sense of caja is casket and another is box (as in box canyon); the Rio Grande passes between the Caja del Rio and the Pajarito Plateau through a long, narrow box canyon, and on maps the Caja del Rio resembles a casket.
You'll want a map. There are several options.
Caja del Rio trails map
Full citation: Caja del Rio, Santa Fe, New Mexico: Equestrian, Riding and Hiking Trails, Santa Fe National Forest, Deirdre C. Monroe (2006) Otowi Crossing Press. The map is hard to obtain except from the following sources:
Be advised: this map covers only the northeast half of the Caja del Rio. Although the map shows the location of the main access point to the southwest half of the Caja, in the vicinity of Santa Fe Horse Park off Airport Road, in the vicinity of this access point the map is not current.
USGS topographic quadrangles
Complete coverage of the Caja del Rio requires eight USGS 7.5 minute quadrangles, including Cochiti Dam, Montoso Peak, Santo Domingo Pueblo, and Tetilla Peak. An alternative to buying all of these is to have a custom map printed for you by a map shop, showing exactly your area of interest. In Santa Fe, Travel Bug can do this.
USGS geology map