The steps lead up to the viewing area on top of the baboon house, designed as a rock outcrop. The fencing to the left is part of the outside enclosure. The view-point seems mainly for the giraffe enclosure beyond - the baboon enclosure itself is very small and difficult to view from the top.
See here for a review of my visit (in January 2014):
http://www.zoochat.com/2182/zoos-burma-5-naypyitaw-zoo-14-a-362193/