The Alcazaba appears the day (or so it seems) after Conan meets and unchains the heart of Subotai in the Ciudad Encantada of Cuenca.
After running through the deserts of Almeria, and with not a cowboy or Roman in sight, they enter the Alcazaba and stumble across a marketplace with elephants, pigs and donkeys.
Conan, a country boy at heart, asks of his first city: “does it always smell like this?” and then they run back into the desert, arriving at another, similar town (perhaps because it is also the Alcazaba, but from another angle), where we encounter a llama, and a camel, which Conan decides to punch.
Whether this was scripted or not we will never know; and whether he was pursued by animal rights groups thereafter, neither.