Closed / locked when we were there too. Darn. But I did find that old corral (with the help of Google Earth). It wasn't visible from the main dirt road that runs through the area. Had I not seen it on Google Earth I'd never have known it was there.
At the time we went by (July 1993), I was going by an old ghost town book for what to visit in the area. I got the impression (later on at least) that you had to get permission from the owners to go onto that land to see the ruins. Sneaking in to see the ruins and landing yourself on the business end of a rifle is no way to vacation.
https://www.ghosttowns.com/states/nm/cabezon.html