The livestock market sits about 30 minutes' walk south of the city centre, on the outskirts of town. It is at its busiest between 8am and 11am, when camels, goats, and fat-tailed sheep are traded in large numbers. The market is functional and completely unselfconscious about visitors — you are free to walk through, though you will attract curious attention.
The camel section is the most visually impressive, and the prices reflect the animals' value as status symbols and transport as much as their utility as food. Bring water and wear closed shoes. The ground is unpaved and the smell is considerable. A guide from your hotel or guesthouse will smooth the logistics and provide context, though it is possible to visit independently.